[Pomp-commits] r748 - branches/mif2/man

[noreply at r-forge.r-project.org]

Author: nxdao2000
Date: 2012-07-03 19:49:50 +0200 (Tue, 03 Jul 2012)
New Revision: 748

Modified:
   branches/mif2/man/mif-class.Rd
   branches/mif2/man/mif.Rd
   branches/mif2/man/pfilter.Rd
Log:
update document respectively with changes in the R code

Modified: branches/mif2/man/mif-class.Rd
===================================================================
--- branches/mif2/man/mif-class.Rd	2012-07-03 17:48:45 UTC (rev 747)
+++ branches/mif2/man/mif-class.Rd	2012-07-03 17:49:50 UTC (rev 748)
@@ -29,6 +29,12 @@
     \item{Nmif}{
       Number of MIF iterations that have been completed.
     }
+    \item{option}{
+      Method option of the mif object.
+    }
+    \item{cooling.scalar}{
+      A scalar constant (A) in the cooling scheme of method mif2.
+    }
     \item{particles}{
       A function of prototype \code{particles(Np,center,sd,...)} that draws particles from a distribution centered on \code{center} and with width proportional to \code{sd}.
       This function can be optionally specified by the user.

Modified: branches/mif2/man/mif.Rd
===================================================================
--- branches/mif2/man/mif.Rd	2012-07-03 17:48:45 UTC (rev 747)
+++ branches/mif2/man/mif.Rd	2012-07-03 17:49:50 UTC (rev 748)
@@ -18,22 +18,22 @@
 mif(object, \dots)
 \S4method{mif}{pomp}(object, Nmif = 1, start, pars, ivps = character(0),
     particles, rw.sd, Np, ic.lag, var.factor, cooling.factor,
-    weighted, method = c("mif","unweighted","fp"),
+    weighted, option = c("mif","unweighted","fp","mif2"),cooling.scalar=400,paramMatrix,
     tol = 1e-17, max.fail = 0,
     verbose = getOption("verbose"), transform = FALSE, \dots)
 \S4method{mif}{pfilterd.pomp}(object, Nmif = 1, start, pars, ivps = character(0),
     particles, rw.sd, Np, ic.lag, var.factor, cooling.factor,
-    weighted, method = c("mif","unweighted","fp"),
+    weighted, option = c("mif","unweighted","fp","mif2"),cooling.scalar=400,paramMatrix,
     tol, max.fail = 0,
     verbose = getOption("verbose"), transform = FALSE, \dots)
 \S4method{mif}{mif}(object, Nmif, start, pars, ivps,
     particles, rw.sd, Np, ic.lag, var.factor, cooling.factor,
-    weighted, method = c("mif","unweighted","fp"),
+    weighted, option = c("mif","unweighted","fp","mif2"),cooling.scalar=400,paramMatrix,
     tol, max.fail = 0,
     verbose = getOption("verbose"), transform, \dots)
 \S4method{continue}{mif}(object, Nmif = 1, start, pars, ivps,
     particles, rw.sd, Np, ic.lag, var.factor, cooling.factor,
-    weighted, method = c("mif","unweighted","fp"),
+    weighted, option = c("mif","unweighted","fp","mif2"),cooling.scalar=400,paramMatrix,
     tol, max.fail = 0, verbose = getOption("verbose"),
     transform, \dots)
 }
@@ -99,16 +99,23 @@
     a positive number not greater than 1;
     the exponential cooling factor, \code{alpha}.
   }
-  \item{method, weighted}{
-    \code{method} sets the update rule used in the algorithm.
-    \code{method="mif"} uses the iterated filtering update rule (Ionides 2006, 2011);
-    \code{method="unweighted"} updates the parameter to the unweighted average of the filtering means of the parameters at each time;
-    \code{method="fp"} updates the parameter to the filtering mean at the end of the time series.
+  \item{option, weighted}{
+    \code{option} sets the update rule used in the algorithm.
+    \code{option="mif"} uses the iterated filtering update rule (Ionides 2006, 2011);
+    \code{option="unweighted"} updates the parameter to the unweighted average of the filtering means of the parameters at each time;
+    \code{option="fp"} updates the parameter to the filtering mean at the end of the time series.
+    \code{option="mif2"} updates the parameter to the estimated parameter at the end of the time series.
     \code{weighted} is logical.
     This argument is deprecated and will be removed in a future release.
     \code{weighted=TRUE} is equivalent to \code{method="mif"};
     \code{weighted=FALSE} is equivalent to \code{method="unweighted"}.
   }
+  \item{cooling.scalar}{
+    numeric scalar A; A is constant parameter for mif2 method while the cooling factor is (1+A)/(A+number of iteration)
+  }
+  \item{paramMatrix}{
+    Prior distribution of parameter. After each iteration, it is posterior distribution of the parameter and be considered as the prior of the next iteration.
+  }
   \item{tol}{
     numeric scalar; particles with log likelihood below \code{tol} are considered to be \dQuote{lost}.
     A filtering failure occurs when, at some time point, all particles are lost.

Modified: branches/mif2/man/pfilter.Rd
===================================================================
--- branches/mif2/man/pfilter.Rd	2012-07-03 17:48:45 UTC (rev 747)
+++ branches/mif2/man/pfilter.Rd	2012-07-03 17:49:50 UTC (rev 748)
@@ -13,12 +13,12 @@
 \usage{
 \S4method{pfilter}{pomp}(object, params, Np, tol = 1e-17,
     max.fail = 0, pred.mean = FALSE, pred.var = FALSE,
-    filter.mean = FALSE, save.states = FALSE,
+    filter.mean = FALSE, paramMatrix=FALSE, save.states = FALSE,
     save.params = FALSE, seed = NULL,
     verbose = getOption("verbose"), \dots)
 \S4method{pfilter}{pfilterd.pomp}(object, params, Np, tol,
     max.fail = 0, pred.mean = FALSE, pred.var = FALSE,
-    filter.mean = FALSE, save.states = FALSE,
+    filter.mean = FALSE, paramMatrix=FALSE, save.states = FALSE,
     save.params = FALSE, seed = NULL,
     verbose = getOption("verbose"), \dots)
 }
@@ -60,6 +60,9 @@
   \item{filter.mean}{
     logical; if \code{TRUE}, the filtering means are calculated for the state variables and parameters.
   }
+  \item{paramMatrix}{
+    logical; if \code{TRUE}, the parameter matrix are calculated for the prior of the parameters.
+  }
   \item{save.states, save.params}{
     logical.
     If \code{save.states=TRUE}, the state-vector for each particle at each time is saved in the \code{saved.states} slot of the returned \code{\link[=pfilterd.pomp-class]{pfilterd.pomp}} object.