AD Model Builder
AD Model Builder (ADMB) provides a powerful framework for the estimation of parameters (and their variances, co-variances) for (highly) non-linear models. It is a great program when everything works, but getting there can often be long and arduous. So this page is intended to share some pointers and examples for using AD Model Builder (ADMB). Note that to use ADMB you will also need to have a C++ compiler.
ADMB is available for free from http://admb-project.org/.
There is more good information at the official ADMB Project Wiki, but that site hasn't seen much development in recent months. Hopefully it will continue to grow in the future. There is also evidence that a User Guide is in the works.