[Pomp-commits] r921 - in pkg/pomp: . inst/doc man tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Apr 17 15:13:21 CEST 2014
Author: kingaa
Date: 2014-04-17 15:13:21 +0200 (Thu, 17 Apr 2014)
New Revision: 921
Modified:
pkg/pomp/DESCRIPTION
pkg/pomp/inst/doc/manual.pdf
pkg/pomp/man/example.Rd
pkg/pomp/man/pomp.Rd
pkg/pomp/tests/ou2-nlf.R
pkg/pomp/tests/ou2-nlf.Rout.save
Log:
- tweak ou2-nlf test
- fix error in pomp documentation
Modified: pkg/pomp/DESCRIPTION
===================================================================
--- pkg/pomp/DESCRIPTION 2014-04-15 18:03:43 UTC (rev 920)
+++ pkg/pomp/DESCRIPTION 2014-04-17 13:13:21 UTC (rev 921)
@@ -2,7 +2,7 @@
Type: Package
Title: Statistical inference for partially observed Markov processes
Version: 0.50-1
-Date: 2014-04-15
+Date: 2014-04-17
Authors at R: c(person(given=c("Aaron","A."),family="King",
role=c("aut","cre"),email="kingaa at umich.edu"),
person(given=c("Edward","L."),family="Ionides",role=c("aut")),
Modified: pkg/pomp/inst/doc/manual.pdf
===================================================================
(Binary files differ)
Modified: pkg/pomp/man/example.Rd
===================================================================
--- pkg/pomp/man/example.Rd 2014-04-15 18:03:43 UTC (rev 920)
+++ pkg/pomp/man/example.Rd 2014-04-17 13:13:21 UTC (rev 921)
@@ -24,6 +24,7 @@
pompExample()
pompExample(euler.sir)
pompExample("gompertz")
+ file.show(system.file("include/pomp.h",package="pomp"))
}
\seealso{
\code{\link{blowflies}}, \code{\link{dacca}}, \code{\link{gompertz}},
Modified: pkg/pomp/man/pomp.Rd
===================================================================
--- pkg/pomp/man/pomp.Rd 2014-04-15 18:03:43 UTC (rev 920)
+++ pkg/pomp/man/pomp.Rd 2014-04-17 13:13:21 UTC (rev 921)
@@ -69,7 +69,7 @@
optional; the measurement model simulator.
This can be specified in one of three ways:
(1) as a function of prototype \code{rmeasure(x,t,params,\dots)} that makes a draw from the observation process given states \code{x}, time \code{t}, and parameters \code{params}.
- (2) as the name of a native (compiled) routine with prototype \dQuote{pomp_measure_model_simulator} as defined in the header file \dQuote{examples/pomp.h}.
+ (2) as the name of a native (compiled) routine with prototype \dQuote{pomp_measure_model_simulator} as defined in the header file \dQuote{pomp.h}.
In the above cases, if the measurement model depends on covariates, the optional argument \code{covars} will be filled with interpolated values at each call.
(3) using the formula-based \code{measurement.model} facility (see below).
}
@@ -77,7 +77,7 @@
optional; the measurement model probability density function.
This can be specified in one of three ways:
(1) as a function of prototype \code{dmeasure(y,x,t,params,log,\dots)} that computes the p.d.f. of \code{y} given \code{x}, \code{t}, and \code{params}.
- (2) as the name of a native (compiled) routine with prototype \dQuote{pomp_measure_model_density} as defined in the header file \dQuote{examples/pomp.h}.
+ (2) as the name of a native (compiled) routine with prototype \dQuote{pomp_measure_model_density} as defined in the header file \dQuote{pomp.h}.
In the above cases, if the measurement model depends on covariates, the optional argument \code{covars} will be filled with interpolated values at each call.
(3) using the formula-based \code{measurement.model} facility (see below).
As might be expected, if \code{log=TRUE}, this function should return the log likelihood.
Modified: pkg/pomp/tests/ou2-nlf.R
===================================================================
--- pkg/pomp/tests/ou2-nlf.R 2014-04-15 18:03:43 UTC (rev 920)
+++ pkg/pomp/tests/ou2-nlf.R 2014-04-17 13:13:21 UTC (rev 921)
@@ -1,6 +1,6 @@
library(pomp)
-set.seed(594861940L)
+set.seed(583615606L)
pompExample(ou2)
estnames=c("alpha.2","alpha.3","tau")
@@ -17,7 +17,7 @@
trace=1,
verbose=TRUE,
eval.only=TRUE,
- seed=384886L,
+ seed=426094906L,
lql.frac = 0.025
)
se1 <- rep(NA,length(estnames))
@@ -34,10 +34,9 @@
maxit=500,
trace=1,
verbose=TRUE,
- seed=384886L,
+ seed=426094906L,
lql.frac = 0.025
)
-
se2 <- m2$se
m3 <- nlf(
@@ -51,7 +50,7 @@
trace=1,
verbose=TRUE,
eval.only=TRUE,
- seed=384886L,
+ seed=426094906L,
lql.frac = 0.025
)
se3 <- rep(NA,length(estnames))
@@ -67,17 +66,20 @@
maxit=500,
trace=1,
verbose=TRUE,
- seed=384886L,
+ seed=426094906L,
lql.frac = 0.025
)
-
se4 <- m4$se
+options(scipen=-3)
print(
- cbind(
- guess=c(theta.guess[estnames],se=se3,value=m3),
- truth=c(theta.truth[estnames],se=se1,value=m1),
- fit.from.guess=c(m4$params[estnames],se=se4,value=m4$value),
- fit.from.truth=c(m2$params[estnames],se=se2,value=m2$value)
- )
+ signif(
+ cbind(
+ guess=c(theta.guess[estnames],se=se3,value=m3),
+ truth=c(theta.truth[estnames],se=se1,value=m1),
+ fit.from.guess=c(m4$params[estnames],se=se4,value=m4$value),
+ fit.from.truth=c(m2$params[estnames],se=se2,value=m2$value)
+ ),
+ 4
+ )
)
Modified: pkg/pomp/tests/ou2-nlf.Rout.save
===================================================================
--- pkg/pomp/tests/ou2-nlf.Rout.save 2014-04-15 18:03:43 UTC (rev 920)
+++ pkg/pomp/tests/ou2-nlf.Rout.save 2014-04-17 13:13:21 UTC (rev 921)
@@ -1,5 +1,5 @@
-R version 3.0.3 (2014-03-06) -- "Warm Puppy"
+R version 3.1.0 (2014-04-10) -- "Spring Dance"
Copyright (C) 2014 The R Foundation for Statistical Computing
Platform: x86_64-unknown-linux-gnu (64-bit)
@@ -21,7 +21,7 @@
Loading required package: nloptr
Loading required package: deSolve
>
-> set.seed(594861940L)
+> set.seed(583615606L)
>
> pompExample(ou2)
newly created pomp object(s):
@@ -40,12 +40,12 @@
+ trace=1,
+ verbose=TRUE,
+ eval.only=TRUE,
-+ seed=384886L,
++ seed=426094906L,
+ lql.frac = 0.025
+ )
> se1 <- rep(NA,length(estnames))
> print(m1)
-[1] -555.0868
+[1] -551.8268
>
> m2 <- nlf(
+ object=ou2,
@@ -58,57 +58,65 @@
+ maxit=500,
+ trace=1,
+ verbose=TRUE,
-+ seed=384886L,
++ seed=426094906L,
+ lql.frac = 0.025
+ )
Nelder-Mead direct search function minimizer
-function value for initial parameters = 555.086814
- Scaled convergence tolerance is 8.27144e-06
+function value for initial parameters = 551.826845
+ Scaled convergence tolerance is 8.22286e-06
Stepsize computed as 0.100000
-BUILD 4 559.254725 555.086814
-HI-REDUCTION 6 556.109178 555.086814
-HI-REDUCTION 8 555.476443 554.544555
-LO-REDUCTION 10 555.105949 554.544555
-LO-REDUCTION 12 555.086814 554.519288
-LO-REDUCTION 14 554.740190 554.519288
-HI-REDUCTION 16 554.618696 554.519288
-LO-REDUCTION 18 554.548158 554.515101
-HI-REDUCTION 20 554.544555 554.508577
-HI-REDUCTION 22 554.519288 554.497436
-REFLECTION 24 554.515101 554.492388
-LO-REDUCTION 26 554.508577 554.492388
-HI-REDUCTION 28 554.497436 554.492388
-REFLECTION 30 554.494893 554.491176
-REFLECTION 32 554.494183 554.489759
-HI-REDUCTION 34 554.492388 554.489759
-REFLECTION 36 554.491176 554.488524
-HI-REDUCTION 38 554.489976 554.488524
-REFLECTION 40 554.489759 554.486675
-HI-REDUCTION 42 554.488704 554.486675
-REFLECTION 44 554.488524 554.486318
-LO-REDUCTION 46 554.487711 554.486318
-EXTENSION 48 554.486945 554.485619
-LO-REDUCTION 50 554.486675 554.485619
-LO-REDUCTION 52 554.486318 554.485607
-HI-REDUCTION 54 554.485830 554.485607
-REFLECTION 56 554.485734 554.485498
-HI-REDUCTION 58 554.485619 554.485498
-HI-REDUCTION 60 554.485607 554.485495
-LO-REDUCTION 62 554.485535 554.485466
-HI-REDUCTION 64 554.485498 554.485466
-HI-REDUCTION 66 554.485495 554.485466
-HI-REDUCTION 68 554.485479 554.485466
+BUILD 4 555.857055 551.809812
+HI-REDUCTION 6 553.587531 551.809812
+HI-REDUCTION 8 552.896950 551.547043
+LO-REDUCTION 10 551.826845 551.547043
+REFLECTION 12 551.809812 551.525614
+HI-REDUCTION 14 551.582310 551.444555
+HI-REDUCTION 16 551.547043 551.429120
+HI-REDUCTION 18 551.525614 551.417773
+HI-REDUCTION 20 551.444555 551.417773
+HI-REDUCTION 22 551.429120 551.390624
+LO-REDUCTION 24 551.419291 551.390624
+LO-REDUCTION 26 551.417773 551.384044
+LO-REDUCTION 28 551.396651 551.379480
+HI-REDUCTION 30 551.390624 551.379480
+HI-REDUCTION 32 551.384044 551.379480
+HI-REDUCTION 34 551.381372 551.379480
+HI-REDUCTION 36 551.380899 551.378810
+LO-REDUCTION 38 551.379724 551.378261
+REFLECTION 40 551.379480 551.378023
+HI-REDUCTION 42 551.378810 551.378023
+LO-REDUCTION 44 551.378261 551.377746
+HI-REDUCTION 46 551.378120 551.377589
+EXTENSION 48 551.378023 551.376695
+LO-REDUCTION 50 551.377746 551.376695
+LO-REDUCTION 52 551.377589 551.376695
+EXTENSION 54 551.377112 551.375515
+LO-REDUCTION 56 551.376869 551.375515
+LO-REDUCTION 58 551.376695 551.375515
+EXTENSION 60 551.375706 551.374028
+LO-REDUCTION 62 551.375521 551.374028
+EXTENSION 64 551.375515 551.373593
+LO-REDUCTION 66 551.374448 551.373593
+REFLECTION 68 551.374028 551.373497
+HI-REDUCTION 70 551.373639 551.373497
+LO-REDUCTION 72 551.373623 551.373486
+REFLECTION 74 551.373593 551.373446
+HI-REDUCTION 76 551.373497 551.373425
+LO-REDUCTION 78 551.373486 551.373425
+HI-REDUCTION 80 551.373446 551.373419
+HI-REDUCTION 82 551.373429 551.373411
+REFLECTION 84 551.373425 551.373407
+HI-REDUCTION 86 551.373419 551.373407
Exiting from Nelder Mead minimizer
- 70 function evaluations used
+ 88 function evaluations used
h in NLF = 0.1
-epsilon in NLF = 0.07715219 0.08600406 1.29893
-Fitted param 1 -5.928762 -5.928762 up in 'nlf'
-Fitted param 1 -5.918791 down in 'NLF'
-Fitted param 2 -5.92007 -5.92007 up in 'nlf'
-Fitted param 2 -5.933666 down in 'NLF'
-Fitted param 3 -5.937785 -5.937785 up in 'nlf'
-Fitted param 3 -5.903043 down in 'NLF'
->
+epsilon in NLF = 0.07430234 0.07131381 1.121473
+Fitted param 1 -5.893573 -5.893573 up in 'nlf'
+Fitted param 1 -5.887746 down in 'NLF'
+Fitted param 2 -5.888468 -5.888468 up in 'nlf'
+Fitted param 2 -5.890894 down in 'NLF'
+Fitted param 3 -5.901121 -5.901121 up in 'nlf'
+Fitted param 3 -5.872183 down in 'NLF'
> se2 <- m2$se
>
> m3 <- nlf(
@@ -122,7 +130,7 @@
+ trace=1,
+ verbose=TRUE,
+ eval.only=TRUE,
-+ seed=384886L,
++ seed=426094906L,
+ lql.frac = 0.025
+ )
> se3 <- rep(NA,length(estnames))
@@ -138,88 +146,93 @@
+ maxit=500,
+ trace=1,
+ verbose=TRUE,
-+ seed=384886L,
++ seed=426094906L,
+ lql.frac = 0.025
+ )
Nelder-Mead direct search function minimizer
-function value for initial parameters = 10330.933626
- Scaled convergence tolerance is 0.000153943
+function value for initial parameters = 10349.712405
+ Scaled convergence tolerance is 0.000154223
Stepsize computed as 0.150000
-BUILD 4 29742.647014 576.824636
-REFLECTION 6 10330.933626 564.186576
-EXTENSION 8 10330.933626 556.163486
-LO-REDUCTION 10 576.824636 555.749535
-LO-REDUCTION 12 564.186576 555.749535
-LO-REDUCTION 14 557.909279 555.749535
-REFLECTION 16 556.174151 555.518836
-HI-REDUCTION 18 556.163486 555.234932
-REFLECTION 20 555.749535 555.069014
-HI-REDUCTION 22 555.518836 555.069014
-LO-REDUCTION 24 555.234932 555.041059
-REFLECTION 26 555.161158 554.878667
-LO-REDUCTION 28 555.069014 554.878667
-LO-REDUCTION 30 555.041059 554.820011
-HI-REDUCTION 32 554.902564 554.820011
-HI-REDUCTION 34 554.878667 554.820011
-HI-REDUCTION 36 554.863049 554.818271
-REFLECTION 38 554.823167 554.795312
-LO-REDUCTION 40 554.820011 554.795312
-HI-REDUCTION 42 554.818271 554.795007
-EXTENSION 44 554.796015 554.739129
-LO-REDUCTION 46 554.795312 554.739129
-LO-REDUCTION 48 554.795007 554.739129
-EXTENSION 50 554.757998 554.655046
-LO-REDUCTION 52 554.746394 554.655046
-EXTENSION 54 554.739129 554.611468
-EXTENSION 56 554.680717 554.529970
-LO-REDUCTION 58 554.655046 554.529970
-REFLECTION 60 554.611468 554.508046
-REFLECTION 62 554.533844 554.490991
-LO-REDUCTION 64 554.529970 554.490991
-LO-REDUCTION 66 554.508046 554.490991
-HI-REDUCTION 68 554.499927 554.490991
-HI-REDUCTION 70 554.499566 554.490991
-LO-REDUCTION 72 554.495632 554.490991
-LO-REDUCTION 74 554.494415 554.490991
-EXTENSION 76 554.493222 554.488394
-HI-REDUCTION 78 554.492456 554.488394
-EXTENSION 80 554.490991 554.486164
-LO-REDUCTION 82 554.490490 554.486164
-LO-REDUCTION 84 554.488394 554.486164
-REFLECTION 86 554.486677 554.486008
-REFLECTION 88 554.486468 554.485672
-HI-REDUCTION 90 554.486164 554.485662
-HI-REDUCTION 92 554.486008 554.485580
+BUILD 4 29590.472476 574.029743
+REFLECTION 6 10349.712405 561.069623
+EXTENSION 8 10349.712405 552.918157
+LO-REDUCTION 10 574.029743 552.446706
+LO-REDUCTION 12 561.069623 552.446706
+LO-REDUCTION 14 554.933811 552.446706
+LO-REDUCTION 16 553.288596 552.188648
+HI-REDUCTION 18 552.918157 552.188648
+REFLECTION 20 552.446706 551.941892
+HI-REDUCTION 22 552.310402 551.941892
+LO-REDUCTION 24 552.188648 551.941892
+EXTENSION 26 552.061458 551.693153
+LO-REDUCTION 28 551.960407 551.693153
+HI-REDUCTION 30 551.941892 551.693153
+EXTENSION 32 551.777968 551.552226
+LO-REDUCTION 34 551.749550 551.552226
+HI-REDUCTION 36 551.693153 551.552226
+EXTENSION 38 551.598023 551.421898
+HI-REDUCTION 40 551.581645 551.421898
+LO-REDUCTION 42 551.552226 551.421898
+REFLECTION 44 551.511351 551.401006
+LO-REDUCTION 46 551.462702 551.401006
+REFLECTION 48 551.428693 551.390416
+LO-REDUCTION 50 551.421898 551.388095
+LO-REDUCTION 52 551.401006 551.388095
+REFLECTION 54 551.395541 551.387873
+LO-REDUCTION 56 551.390416 551.385576
+REFLECTION 58 551.388095 551.379441
+HI-REDUCTION 60 551.387873 551.379441
+HI-REDUCTION 62 551.385576 551.379441
+LO-REDUCTION 64 551.383020 551.379441
+HI-REDUCTION 66 551.382723 551.379441
+EXTENSION 68 551.381009 551.378081
+LO-REDUCTION 70 551.380921 551.378081
+EXTENSION 72 551.379441 551.374956
+LO-REDUCTION 74 551.379030 551.374956
+LO-REDUCTION 76 551.378081 551.374956
+LO-REDUCTION 78 551.376822 551.374956
+EXTENSION 80 551.375968 551.373995
+LO-REDUCTION 82 551.375446 551.373995
+REFLECTION 84 551.374956 551.373649
+LO-REDUCTION 86 551.374162 551.373649
+REFLECTION 88 551.373995 551.373632
+HI-REDUCTION 90 551.373845 551.373632
+REFLECTION 92 551.373739 551.373469
+REFLECTION 94 551.373649 551.373462
+LO-REDUCTION 96 551.373632 551.373462
Exiting from Nelder Mead minimizer
- 94 function evaluations used
+ 98 function evaluations used
h in NLF = 0.1
-epsilon in NLF = 0.07703295 0.08568253 1.296531
-Fitted param 1 -5.928954 -5.928954 up in 'nlf'
-Fitted param 1 -5.918596 down in 'NLF'
-Fitted param 2 -5.919574 -5.919574 up in 'nlf'
-Fitted param 2 -5.933857 down in 'NLF'
-Fitted param 3 -5.937754 -5.937754 up in 'nlf'
-Fitted param 3 -5.903045 down in 'NLF'
->
+epsilon in NLF = 0.07430743 0.07134126 1.118089
+Fitted param 1 -5.893548 -5.893548 up in 'nlf'
+Fitted param 1 -5.887774 down in 'NLF'
+Fitted param 2 -5.888571 -5.888571 up in 'nlf'
+Fitted param 2 -5.89076 down in 'NLF'
+Fitted param 3 -5.901152 -5.901152 up in 'nlf'
+Fitted param 3 -5.872222 down in 'NLF'
> se4 <- m4$se
>
+> options(scipen=-3)
> print(
-+ cbind(
-+ guess=c(theta.guess[estnames],se=se3,value=m3),
-+ truth=c(theta.truth[estnames],se=se1,value=m1),
-+ fit.from.guess=c(m4$params[estnames],se=se4,value=m4$value),
-+ fit.from.truth=c(m2$params[estnames],se=se2,value=m2$value)
-+ )
++ signif(
++ cbind(
++ guess=c(theta.guess[estnames],se=se3,value=m3),
++ truth=c(theta.truth[estnames],se=se1,value=m1),
++ fit.from.guess=c(m4$params[estnames],se=se4,value=m4$value),
++ fit.from.truth=c(m2$params[estnames],se=se2,value=m2$value)
++ ),
++ 4
++ )
+ )
- guess truth fit.from.guess fit.from.truth
-alpha.2 -0.75 -0.5000 -0.45749499 -0.45774692
-alpha.3 0.45 0.3000 0.30150315 0.30194588
-tau 1.50 1.0000 1.09790880 1.09526822
-se1 NA NA 0.04374829 0.04397017
-se2 NA NA 0.05423946 0.05463665
-se3 NA NA 0.54596143 0.54625858
-value -10330.93 -555.0868 -554.48554809 -554.48546595
+ guess truth fit.from.guess fit.from.truth
+alpha.2 -7.500e-01 -0.5 -4.663e-01 -4.664e-01
+alpha.3 4.500e-01 0.3 3.005e-01 3.003e-01
+tau 1.500e+00 1.0 1.129e+00 1.125e+00
+se1 NA NA 3.531e-02 3.533e-02
+se2 NA NA 3.978e-02 3.974e-02
+se3 NA NA 5.287e-01 5.312e-01
+value -1.035e+04 -551.8 -5.514e+02 -5.514e+02
>
> proc.time()
user system elapsed
- 8.112 0.052 8.216
+ 6.836 0.060 6.942
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