[Pomp-commits] r291 - in pkg: . R tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Aug 19 18:28:00 CEST 2010
Author: kingaa
Date: 2010-08-19 18:27:59 +0200 (Thu, 19 Aug 2010)
New Revision: 291
Added:
pkg/tests/ou2-probe-match.R
pkg/tests/ou2-probe-match.Rout.save
Modified:
pkg/DESCRIPTION
pkg/NAMESPACE
pkg/R/bsmc.R
Log:
- add in tests for probe matching
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2010-08-04 16:13:15 UTC (rev 290)
+++ pkg/DESCRIPTION 2010-08-19 16:27:59 UTC (rev 291)
@@ -2,7 +2,7 @@
Type: Package
Title: Statistical inference for partially observed Markov processes
Version: 0.32-1
-Date: 2010-08-03
+Date: 2010-08-19
Author: Aaron A. King, Edward L. Ionides, Carles Breto, Steve Ellner, Bruce Kendall, Helen Wearing,
Matthew J. Ferrari, Michael Lavine, Daniel C. Reuman
Maintainer: Aaron A. King <kingaa at umich.edu>
Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE 2010-08-04 16:13:15 UTC (rev 290)
+++ pkg/NAMESPACE 2010-08-19 16:27:59 UTC (rev 291)
@@ -28,7 +28,7 @@
exportMethods(
'plot','show','print','coerce',
'dprocess','rprocess','rmeasure','dmeasure','init.state','skeleton',
- 'data.array','coef','logLik','time','time<-','timezero','timezero<-','window',
+ 'data.array','summary','coef','logLik','time','time<-','timezero','timezero<-','window',
'simulate','pfilter',
'particles','mif','continue','coef<-','states','trajectory',
'pred.mean','pred.var','filter.mean','conv.rec',
Modified: pkg/R/bsmc.R
===================================================================
--- pkg/R/bsmc.R 2010-08-04 16:13:15 UTC (rev 290)
+++ pkg/R/bsmc.R 2010-08-19 16:27:59 UTC (rev 291)
@@ -264,7 +264,7 @@
## Matrix with samples (columns) from filtering distribution theta.t | Y.t
if (!all.fail) {
- ## smp <- .Call(systematic_resampling,weights,PACKAGE="pomp.devel")
+ ## smp <- .Call(systematic_resampling,weights)
smp <- sample.int(n=Np,size=Np,replace=TRUE,prob=weights)
x <- x[,smp,drop=FALSE]
params[estind,] <- params[estind,smp,drop=FALSE]
Added: pkg/tests/ou2-probe-match.R
===================================================================
--- pkg/tests/ou2-probe-match.R (rev 0)
+++ pkg/tests/ou2-probe-match.R 2010-08-19 16:27:59 UTC (rev 291)
@@ -0,0 +1,45 @@
+library(pomp)
+set.seed(1066L)
+
+data(ou2)
+po <- ou2
+coef(po,c("x1.0","x2.0","alpha.1","alpha.4")) <- c(0,0,0.1,0.2)
+
+pm.ou2 <- probe(
+ ou2,
+ probes=list(
+ y1.mean=probe.mean(var="y1"),
+ y2.mean=probe.mean(var="y2"),
+ y1.sd=probe.sd(var="y1"),
+ y2.sd=probe.sd(var="y2")
+ ),
+ nsim=500
+ )
+pm.po <- probe(
+ po,
+ probes=list(
+ y1.mean=probe.mean(var="y1"),
+ y2.mean=probe.mean(var="y2"),
+ y1.sd=probe.sd(var="y1"),
+ y2.sd=probe.sd(var="y2")
+ ),
+ nsim=500
+ )
+
+summary(pm.ou2)
+summary(pm.po)
+
+plot(pm.ou2)
+plot(pm.po)
+
+pm.ou2 <- probe(
+ ou2,
+ probes=list(
+ y1.lag3=probe.acf(var="y1",lag=3,type="corr"),
+ y2.cov12=probe.cov(vars=c("y1"),lag=12,method="spearman"),
+ y12.cov8=probe.cov(vars=c("y2","y1"),lag=8,method="pearson")
+ ),
+ nsim=500
+ )
+
+summary(pm.ou2)
Added: pkg/tests/ou2-probe-match.Rout.save
===================================================================
--- pkg/tests/ou2-probe-match.Rout.save (rev 0)
+++ pkg/tests/ou2-probe-match.Rout.save 2010-08-19 16:27:59 UTC (rev 291)
@@ -0,0 +1,109 @@
+
+R version 2.12.0 Under development (unstable) (2010-08-18 r52775)
+Copyright (C) 2010 The R Foundation for Statistical Computing
+ISBN 3-900051-07-0
+Platform: x86_64-unknown-linux-gnu (64-bit)
+
+R is free software and comes with ABSOLUTELY NO WARRANTY.
+You are welcome to redistribute it under certain conditions.
+Type 'license()' or 'licence()' for distribution details.
+
+R is a collaborative project with many contributors.
+Type 'contributors()' for more information and
+'citation()' on how to cite R or R packages in publications.
+
+Type 'demo()' for some demos, 'help()' for on-line help, or
+'help.start()' for an HTML browser interface to help.
+Type 'q()' to quit R.
+
+> library(pomp)
+> set.seed(1066L)
+>
+> data(ou2)
+> po <- ou2
+> coef(po,c("x1.0","x2.0","alpha.1","alpha.4")) <- c(0,0,0.1,0.2)
+>
+> pm.ou2 <- probe(
++ ou2,
++ probes=list(
++ y1.mean=probe.mean(var="y1"),
++ y2.mean=probe.mean(var="y2"),
++ y1.sd=probe.sd(var="y1"),
++ y2.sd=probe.sd(var="y2")
++ ),
++ nsim=500
++ )
+> pm.po <- probe(
++ po,
++ probes=list(
++ y1.mean=probe.mean(var="y1"),
++ y2.mean=probe.mean(var="y2"),
++ y1.sd=probe.sd(var="y1"),
++ y2.sd=probe.sd(var="y2")
++ ),
++ nsim=500
++ )
+>
+> summary(pm.ou2)
+$coef
+alpha.1 alpha.2 alpha.3 alpha.4 sigma.1 sigma.2 sigma.3 tau x1.0 x2.0
+ 0.8 -0.5 0.3 0.9 3.0 -0.5 2.0 1.0 -3.0 4.0
+
+$nsim
+[1] 500
+
+$quantiles
+y1.mean y2.mean y1.sd y2.sd
+ 0.100 0.530 0.024 0.052
+
+$pvals
+ y1.mean y2.mean y1.sd y2.sd
+0.20359281 0.93812375 0.05189621 0.10778443
+
+> summary(pm.po)
+$coef
+alpha.1 alpha.2 alpha.3 alpha.4 sigma.1 sigma.2 sigma.3 tau x1.0 x2.0
+ 0.1 -0.5 0.3 0.2 3.0 -0.5 2.0 1.0 0.0 0.0
+
+$nsim
+[1] 500
+
+$quantiles
+y1.mean y2.mean y1.sd y2.sd
+ 0.054 0.644 1.000 1.000
+
+$pvals
+ y1.mean y2.mean y1.sd y2.sd
+0.1117764 0.7105788 0.0000000 0.0000000
+
+>
+> plot(pm.ou2)
+> plot(pm.po)
+>
+> pm.ou2 <- probe(
++ ou2,
++ probes=list(
++ y1.lag3=probe.acf(var="y1",lag=3,type="corr"),
++ y2.cov12=probe.cov(vars=c("y1"),lag=12,method="spearman"),
++ y12.cov8=probe.cov(vars=c("y2","y1"),lag=8,method="pearson")
++ ),
++ nsim=500
++ )
+>
+> summary(pm.ou2)
+$coef
+alpha.1 alpha.2 alpha.3 alpha.4 sigma.1 sigma.2 sigma.3 tau x1.0 x2.0
+ 0.8 -0.5 0.3 0.9 3.0 -0.5 2.0 1.0 -3.0 4.0
+
+$nsim
+[1] 500
+
+$quantiles
+ y1.lag3 y2.cov12 y12.cov8
+ 0.110 0.726 0.462
+
+$pvals
+ y1.lag3 y2.cov12 y12.cov8
+0.2235529 0.5469062 0.9261477
+
+>
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