[Pomp-commits] r397 - pkg/tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Oct 23 23:51:09 CEST 2010
Author: kingaa
Date: 2010-10-23 23:51:09 +0200 (Sat, 23 Oct 2010)
New Revision: 397
Modified:
pkg/tests/ou2-mif.Rout.save
pkg/tests/ou2-probe.Rout.save
pkg/tests/ricker-probe.Rout.save
Log:
- update the tests
Modified: pkg/tests/ou2-mif.Rout.save
===================================================================
--- pkg/tests/ou2-mif.Rout.save 2010-10-23 16:00:01 UTC (rev 396)
+++ pkg/tests/ou2-mif.Rout.save 2010-10-23 21:51:09 UTC (rev 397)
@@ -21,6 +21,14 @@
>
> set.seed(64857673L)
>
+> obs(window(ou2,end=20,start=15))
+ [,1] [,2] [,3] [,4] [,5] [,6]
+y1 8.598190 2.199643 -1.134924 -2.564136 -4.915368 -4.338996
+y2 -4.903347 -10.251144 -10.362431 -8.168859 -7.220312 -2.310222
+> obs(window(ou2,end=5),"y1")
+ [,1] [,2] [,3] [,4] [,5]
+y1 -1.700816 0.2421701 3.767589 5.685888 3.774526
+>
> fit1.pfilter <- pfilter(ou2,Np=1000)
> cat("coefficients at `truth'\n")
coefficients at `truth'
@@ -238,3 +246,18 @@
+ )
> pp <- particles(fit,Np=10,center=coef(fit),sd=abs(0.1*coef(fit)))
>
+> mp <- mif.profile.design(
++ ou2,
++ profile=list(
++ alpha.1=seq(0.5,0.9,by=0.1),
++ alpha.4=seq(0.5,0.9,by=0.1),
++ sigma.1=1,sigma.2=0,sigma.3=1,
++ x1.0=0,x2.0=0
++ ),
++ lower=c(alpha.2=-1,alpha.3=-1,tau=0.01),
++ upper=c(alpha.2=1,alpha.3=1,tau=3),
++ nprof=5,
++ rw.sd=c(alpha.2=0.2,alpha.3=0.2,tau=0.1),
++ Np=100,cooling.factor=0.95,ic.lag=10,var.factor=1
++ )
+>
Modified: pkg/tests/ou2-probe.Rout.save
===================================================================
--- pkg/tests/ou2-probe.Rout.save 2010-10-23 16:00:01 UTC (rev 396)
+++ pkg/tests/ou2-probe.Rout.save 2010-10-23 21:51:09 UTC (rev 397)
@@ -58,14 +58,14 @@
$quantiles
y1.mean y2.mean y1.sd y2.sd
- 0.122 0.542 0.020 0.050
+ 0.122 0.534 0.028 0.042
$pvals
y1.mean y2.mean y1.sd y2.sd
-0.24750499 0.91816367 0.04391218 0.10379242
+0.24750499 0.93413174 0.05988024 0.08782435
$synth.loglik
-[1] -5.480174
+[1] -4.780494
> summary(pm.po)
$coef
@@ -77,14 +77,14 @@
$quantiles
y1.mean y2.mean y1.sd y2.sd
- 0.074 0.650 1.000 1.000
+ 0.078 0.682 1.000 1.000
$pvals
y1.mean y2.mean y1.sd y2.sd
-0.151696607 0.702594810 0.003992016 0.003992016
+0.159680639 0.638722555 0.003992016 0.003992016
$synth.loglik
-[1] -180.4989
+[1] -111.0578
>
> plot(pm.ou2)
@@ -113,18 +113,18 @@
$quantiles
y1acf.acf.1.y1 y1acf.acf.2.y1 y2acf.acf.0.y2 y2acf.acf.1.y2 y2acf.acf.2.y2
- 0.084 0.036 0.050 0.044 0.044
+ 0.098 0.040 0.066 0.068 0.066
y12ccf.ccf.3 y12ccf.ccf.8
- 0.048 0.326
+ 0.052 0.324
$pvals
y1acf.acf.1.y1 y1acf.acf.2.y1 y2acf.acf.0.y2 y2acf.acf.1.y2 y2acf.acf.2.y2
- 0.17165669 0.07584830 0.10379242 0.09181637 0.09181637
+ 0.19960080 0.08383234 0.13572854 0.13972056 0.13572854
y12ccf.ccf.3 y12ccf.ccf.8
- 0.09980040 0.65469062
+ 0.10778443 0.65069860
$synth.loglik
-[1] -3368.175
+[1] -9.00962
>
> pb <- probe(
@@ -146,22 +146,22 @@
$quantiles
y1.10% y1.20% y1.30% y1.40% y1.50% y1.60% y1.70% y1.80%
- 0.755 0.760 0.800 0.620 0.355 0.125 0.025 0.010
+ 0.730 0.770 0.770 0.545 0.355 0.135 0.020 0.010
y1.90% acf.0.y1 acf.1.y1 acf.4.y1 acf.7.y1 acf.0.y2 acf.1.y2 acf.4.y2
- 0.005 0.020 0.035 0.835 0.840 0.060 0.070 0.430
+ 0.000 0.030 0.035 0.835 0.860 0.070 0.075 0.465
acf.7.y2 pd
- 0.870 0.060
+ 0.840 0.100
$pvals
- y1.10% y1.20% y1.30% y1.40% y1.50% y1.60% y1.70%
-0.49751244 0.48756219 0.40796020 0.76616915 0.71641791 0.25870647 0.05970149
- y1.80% y1.90% acf.0.y1 acf.1.y1 acf.4.y1 acf.7.y1 acf.0.y2
-0.02985075 0.01990050 0.04975124 0.07960199 0.33830846 0.32835821 0.12935323
- acf.1.y2 acf.4.y2 acf.7.y2 pd
-0.14925373 0.86567164 0.26865672 0.12935323
+ y1.10% y1.20% y1.30% y1.40% y1.50% y1.60%
+0.547263682 0.467661692 0.467661692 0.915422886 0.716417910 0.278606965
+ y1.70% y1.80% y1.90% acf.0.y1 acf.1.y1 acf.4.y1
+0.049751244 0.029850746 0.009950249 0.069651741 0.079601990 0.338308458
+ acf.7.y1 acf.0.y2 acf.1.y2 acf.4.y2 acf.7.y2 pd
+0.288557214 0.149253731 0.159203980 0.935323383 0.328358209 0.208955224
$synth.loglik
-[1] -1.732555e+39
+[1] -26.82926
>
> po <- ou2
@@ -212,14 +212,14 @@
$quantiles
acf.0.y1 acf.1.y1 acf.2.y1 ccf.0 ccf.1 ccf.2
- 0.095 0.111 0.224 0.095 0.111 0.224
+ 0.850 0.853 0.840 0.850 0.853 0.840
$pvals
acf.0.y1 acf.1.y1 acf.2.y1 ccf.0 ccf.1 ccf.2
-0.1918082 0.2237762 0.4495504 0.1918082 0.2237762 0.4495504
+0.3016983 0.2957043 0.3216783 0.3016983 0.2957043 0.3216783
$synth.loglik
-[1] 27.6966
+[1] 92.59923
>
> pb <- probe(
@@ -239,14 +239,14 @@
$quantiles
ccf.-5 ccf.-3 ccf.1 ccf.4 ccf.8
- 0.203 0.193 0.955 0.808 0.185
+ 0.834 0.860 0.149 0.164 0.929
$pvals
ccf.-5 ccf.-3 ccf.1 ccf.4 ccf.8
-0.4075924 0.3876124 0.0919081 0.3856144 0.3716284
+0.3336663 0.2817183 0.2997003 0.3296703 0.1438561
$synth.loglik
-[1] -27.84814
+[1] -14.9071
>
> pb <- probe(
@@ -266,19 +266,19 @@
$quantiles
ccf.-5 ccf.-3 ccf.1 ccf.4 ccf.8
- 0.364 0.425 0.961 0.671 0.176
+ 0.693 0.821 0.346 0.243 0.850
$pvals
- ccf.-5 ccf.-3 ccf.1 ccf.4 ccf.8
-0.72927073 0.85114885 0.07992008 0.65934066 0.35364635
+ ccf.-5 ccf.-3 ccf.1 ccf.4 ccf.8
+0.6153846 0.3596404 0.6933067 0.4875125 0.3016983
$synth.loglik
-[1] 2.860594
+[1] 7.363337
>
> head(as(pb,"data.frame"))
ccf.-5 ccf.-3 ccf.1 ccf.4 ccf.8
-data 0.5333071 0.7500589 -0.2542309 -0.6877880 -0.020641683
+data 0.6340061 0.8339776 -0.3925899 -0.7963667 0.301628540
sim.1 0.4470813 0.8292044 -0.3798152 -0.7420235 0.519633798
sim.2 0.5461973 0.7227145 -0.2996333 -0.6294983 0.012241523
sim.3 0.4229191 0.7283615 -0.1026817 -0.5565477 -0.115334617
Modified: pkg/tests/ricker-probe.Rout.save
===================================================================
--- pkg/tests/ricker-probe.Rout.save 2010-10-23 16:00:01 UTC (rev 396)
+++ pkg/tests/ricker-probe.Rout.save 2010-10-23 21:51:09 UTC (rev 397)
@@ -75,7 +75,7 @@
0.3336663 0.5034965 0.3956044
$synth.loglik
-[1] 0.2080522
+[1] 2.805501
>
> pb <- probe(
@@ -102,7 +102,7 @@
0.3336663 0.5034965 0.3956044
$synth.loglik
-[1] 0.2080522
+[1] 2.805501
>
> pb <- probe(
@@ -129,7 +129,7 @@
0.8071928 0.3916084 0.6473526
$synth.loglik
-[1] 9.406785
+[1] 7.383561
>
> pb <- probe(
@@ -164,7 +164,7 @@
0.2917083 0.5694306 0.5514486
$synth.loglik
-[1] -20.52250
+[1] 12.42156
> plot(pb)
>
@@ -211,7 +211,7 @@
0.32567433
$synth.loglik
-[1] -93.0045
+[1] -14.89908
> plot(pb)
>
@@ -249,7 +249,7 @@
0.001998002 0.231768232 0.437562438
$synth.loglik
-[1] -23.38539
+[1] -19.71994
> plot(pb)
>
@@ -266,15 +266,15 @@
+ )
+ )
user system elapsed
- 13.299 0.053 13.353
+ 12.803 0.030 12.836
> plot(pm)
>
> cbind(truth=coef(ricker),est=coef(pm),guess=coef(po))
truth est guess
-log.r 3.800000 2.653141 2.302585
+log.r 3.800000 2.786419 2.302585
log.sigma -1.203973 -1.203973 -1.203973
-log.phi 2.302585 3.676769 2.995732
-N.0 7.000000 3.715260 5.000000
+log.phi 2.302585 3.381907 2.995732
+N.0 7.000000 4.427796 5.000000
e.0 0.000000 0.000000 0.000000
>
> pb <- probe(
@@ -308,7 +308,7 @@
0.003996004 0.157842158 0.131868132
$synth.loglik
-[1] -8.830676
+[1] -5.862151
> plot(pb)
>
@@ -325,17 +325,17 @@
+ )
+ )
user system elapsed
- 8.512 0.041 8.554
+ 9.545 0.013 9.559
> plot(pm)
> plot(as(pm,"pomp"),variables="y")
> plot(simulate(pm),variables="y")
>
> cbind(truth=coef(ricker),est=coef(pm),guess=coef(po))
truth est guess
-log.r 3.800000 1.568617 2.302585
+log.r 3.800000 1.664998 2.302585
log.sigma -1.203973 -1.203973 -1.203973
-log.phi 2.302585 3.730399 2.995732
-N.0 7.000000 5.375539 5.000000
+log.phi 2.302585 3.566425 2.995732
+N.0 7.000000 6.731655 5.000000
e.0 0.000000 0.000000 0.000000
>
> pb <- probe(
@@ -370,7 +370,7 @@
0.001998002 0.001998002 0.135864136
$synth.loglik
-[1] -66.05758
+[1] -65.7886
> plot(pb)
>
@@ -405,7 +405,7 @@
0.8171828 0.1358641 0.6313686 0.1878122 0.2897103 0.6853147
$synth.loglik
-[1] -14.65429
+[1] -12.45474
> plot(pb)
>
@@ -440,7 +440,7 @@
0.3056943 0.6353646 0.2097902 0.2877123 0.6953047
$synth.loglik
-[1] 5.22575
+[1] 5.174849
> plot(pb)
>
@@ -484,7 +484,7 @@
0.8171828 0.8171828 0.1358641 0.6313686 0.2117882 0.2677323
$synth.loglik
-[1] NaN
+[1] 29.79205
> plot(pb)
>
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