From noreply at r-forge.r-project.org  Sun Feb  2 18:11:31 2014
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Sun,  2 Feb 2014 18:11:31 +0100 (CET)
Subject: [Pomp-commits] r884 - in pkg/pomp: . R inst man tests
Message-ID: <20140202171131.A547D184C61@r-forge.r-project.org>

Author: kingaa
Date: 2014-02-02 18:11:31 +0100 (Sun, 02 Feb 2014)
New Revision: 884

Added:
   pkg/pomp/R/abc-methods.R
   pkg/pomp/R/abc.R
   pkg/pomp/man/abc-methods.Rd
   pkg/pomp/man/abc.Rd
   pkg/pomp/tests/abc.R
   pkg/pomp/tests/abc.Rout.save
Modified:
   pkg/pomp/DESCRIPTION
   pkg/pomp/NAMESPACE
   pkg/pomp/R/pmcmc-methods.R
   pkg/pomp/inst/NEWS
   pkg/pomp/man/mif.Rd
   pkg/pomp/man/pmcmc.Rd
Log:
- add ABC method
- minor tweaks to documentation for mif, pmcmc


Modified: pkg/pomp/DESCRIPTION
===================================================================
--- pkg/pomp/DESCRIPTION	2014-01-14 17:48:08 UTC (rev 883)
+++ pkg/pomp/DESCRIPTION	2014-02-02 17:11:31 UTC (rev 884)
@@ -1,10 +1,9 @@
 Package: pomp
 Type: Package
 Title: Statistical inference for partially observed Markov processes
-Version: 0.46-1
-Date: 2014-01-10
-Authors at R: c(
-	   person(given=c("Aaron","A."),family="King",
+Version: 0.47-1
+Date: 2014-02-02
+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")),
 	  person(given=c("Carles"),family="Breto",role=c("aut")),
@@ -23,6 +22,7 @@
 License: GPL(>= 2)
 LazyData: true
 BuildVignettes: true
+MailingList: Subscribe to pomp-announce at r-forge.r-project.org for announcements by going to http://lists.r-forge.r-project.org/mailman/listinfo/pomp-announce.
 Collate: aaa.R authors.R version.R eulermultinom.R plugins.R 
 	 parmat.R logmeanexp.R slice-design.R 
 	 profile-design.R sobol.R bsplines.R sannbox.R
@@ -35,4 +35,5 @@
  	 pmcmc.R pmcmc-methods.R compare-pmcmc.R
  	 nlf-funcs.R nlf-guts.R nlf-objfun.R nlf.R 
 	 probe.R probe-match.R basic-probes.R spect.R spect-match.R
+	 abc.R abc-methods.R
 	 builder.R example.R

Modified: pkg/pomp/NAMESPACE
===================================================================
--- pkg/pomp/NAMESPACE	2014-01-14 17:48:08 UTC (rev 883)
+++ pkg/pomp/NAMESPACE	2014-02-02 17:11:31 UTC (rev 884)
@@ -43,7 +43,8 @@
               pmcmc,
               traj.matched.pomp,
               probed.pomp,probe.matched.pomp,
-              spect.pomp,spect.matched.pomp
+              spect.pomp,spect.matched.pomp,
+              abc
               )
 
 exportMethods(
@@ -58,7 +59,8 @@
               bsmc,
               pmcmc,dprior,
               spect,probe,
-              probe.match,traj.match
+              probe.match,abc,
+              traj.match
               )
 
 export(

Added: pkg/pomp/R/abc-methods.R
===================================================================
--- pkg/pomp/R/abc-methods.R	                        (rev 0)
+++ pkg/pomp/R/abc-methods.R	2014-02-02 17:11:31 UTC (rev 884)
@@ -0,0 +1,40 @@
+## this file contains short definitions of methods for the 'abc' class
+
+## extract the convergence record
+setMethod(
+          'conv.rec',
+          'abc',
+          function (object, pars, ...) {
+            if (missing(pars)) pars <- colnames(object at conv.rec)
+            object at conv.rec[,pars]
+          }
+          )
+
+## plot pmcmc object
+setMethod(
+          "plot",
+          "abc",
+          function (x, y, pars, scatter = FALSE, ...) {
+            if (missing(pars)) pars <- x at pars
+            if (scatter) {
+              pairs(conv.rec(x, pars))
+            } else {
+              plot.ts(conv.rec(x,pars),main="Convergence record")
+            }
+          }
+          )
+
+setMethod(
+          "dprior",
+          signature=signature(object="abc"),
+          function (object, params, log = FALSE, ...) {
+            do.call(
+                    object at dprior,
+                    list(
+                         params=params,
+                         hyperparams=object at hyperparams,
+                         log=log
+                         )
+                    )
+          }
+          )

Added: pkg/pomp/R/abc.R
===================================================================
--- pkg/pomp/R/abc.R	                        (rev 0)
+++ pkg/pomp/R/abc.R	2014-02-02 17:11:31 UTC (rev 884)
@@ -0,0 +1,387 @@
+## define the abc class
+setClass(
+         'abc',
+         contains='pomp',
+         slots=c(
+           pars = 'character',
+           transform = 'logical',
+           Nabc = 'integer',
+           dprior = 'function',
+           probes='list',
+           scale = 'numeric',
+           epsilon = 'numeric',
+           hyperparams = 'list',
+           random.walk.sd = 'numeric',
+           conv.rec = 'matrix'
+           )
+         )
+
+## ABC algorithm functions
+setGeneric('abc',function(object,...)standardGeneric("abc"))
+
+abc.internal <- function (object, Nabc,
+                          start, pars, dprior.fun,
+                          rw.sd, probes,
+                          hyperparams,
+                          epsilon, scale,
+                          verbose, transform,
+                          .ndone, .getnativesymbolinfo = TRUE,
+                          ...) {
+
+  gnsi <- as.logical(.getnativesymbolinfo)
+
+  transform <- as.logical(transform)
+
+  Nabc <- as.integer(Nabc)
+
+  if (length(start)==0)
+    stop(
+         "abc error: ",sQuote("start")," must be specified if ",
+         sQuote("coef(object)")," is NULL",
+         call.=FALSE
+         )
+
+  start.names <- names(start)
+  if (is.null(start.names))
+    stop("abc error: ",sQuote("start")," must be a named vector",call.=FALSE)
+
+  if (missing(rw.sd))
+    stop("abc error: ",sQuote("rw.sd")," must be specified",call.=FALSE)
+  rw.names <- names(rw.sd)
+  if (is.null(rw.names) || any(rw.sd<0))
+    stop("abc error: ",sQuote("rw.sd")," must be a named non-negative numerical vector",call.=FALSE)
+  if (!all(rw.names%in%start.names))
+    stop("abc error: all the names of ",sQuote("rw.sd")," must be names of ",sQuote("start"),call.=FALSE)
+  rw.names <- names(rw.sd[rw.sd>0])
+  if (length(rw.names) == 0)
+    stop("abc error: ",sQuote("rw.sd")," must have one positive entry for each parameter to be estimated",call.=FALSE)
+
+  if (
+      !is.character(pars) ||
+      !all(pars%in%start.names) ||
+      !all(pars%in%rw.names)
+      )
+    stop(
+         "abc error: ",
+         sQuote("pars"),
+         " must be a mutually disjoint subset of ",
+         sQuote("names(start)"),
+         " and must correspond to positive random-walk SDs specified in ",
+         sQuote("rw.sd"),
+         call.=FALSE
+         )
+
+  if (!all(rw.names%in%pars)) {
+    extra.rws <- rw.names[!(rw.names%in%pars)]
+    warning(
+            "abc warning: the variable(s) ",
+            paste(extra.rws,collapse=", "),
+            " have positive random-walk SDs specified, but are not included in ",
+            sQuote("pars"),
+            ". These random walk SDs are ignored.",
+            call.=FALSE
+            )
+  }
+  rw.sd <- rw.sd[pars]
+  rw.names <- names(rw.sd)
+
+  if (!is.list(probes)) probes <- list(probes)
+  if (!all(sapply(probes,is.function)))
+    stop(sQuote("probes")," must be a function or a list of functions")
+  if (!all(sapply(probes,function(f)length(formals(f))==1)))
+    stop("each probe must be a function of a single argument")
+
+  ntimes <- length(time(object))
+  
+  if (verbose) {
+    cat("performing",Nabc,"ABC iteration(s) to estimate parameter(s)",
+        paste(pars,collapse=", "))
+    cat(" using random-walk with SD\n")
+    print(rw.sd)
+  }
+
+  theta <- start
+  log.prior <- dprior.fun(params=theta,hyperparams=hyperparams,log=TRUE)
+  ## we suppose that theta is a "match", which does the right thing for continue() and
+  ## should have negligible effect unless doing many short calls to continue()
+
+  conv.rec <- matrix(
+                     data=NA,
+                     nrow=Nabc+1,
+                     ncol=length(theta),
+                     dimnames=list(
+                       rownames=seq(from=0,to=Nabc,by=1),
+                       colnames=names(theta)
+                       )
+                     )
+
+  if (!all(is.finite(theta[pars]))) {
+    stop(
+         sQuote("abc"),
+         " error: cannot estimate non-finite parameters: ",
+         paste(
+               pars[!is.finite(theta[pars])],
+               collapse=","
+               ),
+         call.=FALSE
+         )
+  }
+
+  po <- as(object,"pomp")
+  
+  ## apply probes to data
+  datval <- try(.Call(apply_probe_data,po,probes),silent=FALSE)
+  if (inherits(datval,'try-error'))
+    stop("abc error: error in ",sQuote("apply_probe_data"),call.=FALSE)
+
+  conv.rec[1,names(theta)] <- theta
+
+  for (n in seq_len(Nabc)) { # main loop
+
+    theta.prop <- theta
+    theta.prop[pars] <- rnorm(n=length(pars),mean=theta.prop[pars],sd=rw.sd)
+
+    ## compute the probes for the proposed new parameter values
+
+    simval <- try(
+                  .Call(
+                        apply_probe_sim,
+                        object=po,
+                        nsim=1,
+                        params=theta.prop,
+                        seed=NULL,
+                        probes=probes,
+                        datval=datval
+                        ),
+                  silent=FALSE
+                  )
+
+    if (inherits(simval,'try-error'))
+      stop("abc error: error in ",sQuote("apply_probe_sim"),call.=FALSE)
+
+    ## ABC update rule
+    distance <- sum(((datval-simval)/scale)^2)
+    if( (is.finite(distance)) && (distance<epsilon) ){ 
+      log.prior.prop <- dprior.fun(params=theta.prop,hyperparams=hyperparams,log=TRUE)
+      if (runif(1) < exp(log.prior.prop-log.prior)) {
+        theta <- theta.prop
+        log.prior <- log.prior.prop
+      }
+    }
+
+    ## store a record of this iteration
+    conv.rec[n+1,names(theta)] <- theta
+    if (verbose && (n%%5==0))
+      cat("ABC iteration ",n," of ",Nabc," completed\n")
+
+  }
+
+  new(
+      'abc',
+      po,
+      params=theta,
+      pars = pars,
+      transform = transform,
+      Nabc = Nabc,
+      dprior = dprior.fun,
+      probes=probes,
+      scale = scale,
+      epsilon = epsilon,
+      hyperparams = hyperparams,
+      random.walk.sd = rw.sd,
+      conv.rec=conv.rec
+      )
+
+}
+
+setMethod(
+          "abc",
+          signature=signature(object="pomp"),
+          function (object, Nabc = 1,
+                    start, pars, rw.sd,
+                    dprior, probes, scale, epsilon, hyperparams,
+                    verbose = getOption("verbose"),
+                    transform = FALSE,
+                    ...) {
+            
+            transform <- as.logical(transform)
+
+            if (missing(start)) start <- coef(object,transform=transform)
+
+            if (missing(rw.sd))
+              stop("abc error: ",sQuote("rw.sd")," must be specified",call.=FALSE)
+
+            if (missing(pars)) {
+              pars <- names(rw.sd)[rw.sd>0]
+            }
+
+            if (missing(probes))
+              stop("abc error: ",sQuote("probes")," must be specified",call.=FALSE)
+
+            if (missing(scale))
+              stop("abc error: ",sQuote("scale")," must be specified",call.=FALSE)
+
+            if (missing(epsilon))
+              stop("abc error: ",sQuote("abc match criterion, epsilon,")," must be specified",call.=FALSE)
+
+            if (missing(hyperparams))
+              stop("abc error: ",sQuote("hyperparams")," must be specified",call.=FALSE)
+
+            if (missing(dprior)) {         # use default flat improper prior
+              dprior <- function (params, hyperparams, log) {
+                if (log) 0 else 1
+              }
+            } else {
+              dprior <- match.fun(dprior)
+              if (!all(c('params','hyperparams','log')%in%names(formals(dprior))))
+                stop(
+                     "abc error: ",
+                     sQuote("dprior"),
+                     " must be a function of prototype ",
+                     sQuote("dprior(params,hyperparams,log)"),
+                     call.=FALSE
+                     )
+            }
+            
+            abc.internal(
+                         object=object,
+                         Nabc=Nabc,
+                         start=start,
+                         pars=pars,
+                         dprior.fun=dprior,
+                         probes=probes,
+                         scale=scale,
+                         epsilon=epsilon,
+                         rw.sd=rw.sd,
+                         hyperparams=hyperparams,
+                         verbose=verbose,
+                         transform=transform,
+                         .ndone=0
+                         )
+          }
+          )
+
+setMethod(
+          "abc",
+          signature=signature(object="probed.pomp"),
+          function (object, Nabc = 1,
+                    start, pars, rw.sd,
+                    dprior, probes, scale, epsilon, hyperparams,
+                    verbose = getOption("verbose"),
+                    transform = FALSE,
+                    ...) {
+
+            transform <- as.logical(transform)
+            
+            if (missing(start)) start <- coef(object,transform=transform)
+
+            if (missing(rw.sd))
+              stop("abc error: ",sQuote("rw.sd")," must be specified",call.=FALSE)
+
+            if (missing(pars)) {
+              pars <- names(rw.sd)[rw.sd>0]
+            }
+
+            if (missing(probes)) probes <- object at probes
+            if (missing(scale)) probes <- object at scale
+            if (missing(epsilon)) probes <- object at epsilon
+
+            if (missing(hyperparams))
+              stop("abc error: ",sQuote("hyperparams")," must be specified",call.=FALSE)
+
+            if (missing(dprior)) {         # use default flat improper prior
+              dprior <- function (params, hyperparams, log) {
+                if (log) 0 else 1
+              }
+            } else {
+              dprior <- match.fun(dprior)
+              if (!all(c('params','hyperparams','log')%in%names(formals(dprior))))
+                stop(
+                     "abc error: ",
+                     sQuote("dprior"),
+                     " must be a function of prototype ",
+                     sQuote("dprior(params,hyperparams,log)"),
+                     call.=FALSE
+                     )
+            }
+            
+            abc.internal(
+                         object=as(object,"pomp"),
+                         Nabc=Nabc,
+                         start=start,
+                         pars=pars,
+                         dprior.fun=dprior,
+                         probes=probes,
+                         scale=scale,
+                         epsilon=epsilon,
+                         rw.sd=rw.sd,
+                         hyperparams=hyperparams,
+                         verbose=verbose,
+                         transform=transform,
+                         .ndone=0
+                         )
+          }
+          )
+
+setMethod(
+          "abc",
+          signature=signature(object="abc"),
+          function (object, Nabc,
+                    start, pars, rw.sd,
+                    dprior, probes, scale, epsilon, hyperparams,
+                    verbose = getOption("verbose"),
+                    transform,
+                    ...) {
+
+            if (missing(Nabc)) Nabc <- object at Nabc
+            if (missing(start)) start <- coef(object)
+            if (missing(pars)) pars <- object at pars
+            if (missing(rw.sd)) pars <- object at random.walk.sd
+            if (missing(dprior)) dprior <- object at dprior
+            if (missing(probes)) probes <- object at probes
+            if (missing(scale)) probes <- object at scale
+            if (missing(epsilon)) probes <- object at epsilon
+            if (missing(hyperparams)) hyperparams <- object at hyperparams
+            if (missing(transform)) transform <- object at transform
+            transform <- as.logical(transform)
+
+            abc.internal(
+                         object=as(object,"pomp"),
+                         Nabc=Nabc,
+                         start=start,
+                         pars=pars,
+                         dprior.fun=dprior,
+                         rw.sd=rw.sd,
+                         probes=probes,
+                         scale=scale,
+                         epsilon=epsilon,
+                         hyperparams=hyperparams,
+                         verbose=verbose,
+                         transform=transform,
+                         .ndone=0
+                         )
+          }
+          )
+
+setMethod(
+          'continue',
+          signature=signature(object='abc'),
+          function (object, Nabc = 1, ...) {
+
+            ndone <- object at Nabc
+            
+            obj <- abc(
+                       object=object,
+                       Nabc=Nabc,
+                       .ndone=ndone,
+                       ...
+                       )
+            
+            obj at conv.rec <- rbind(
+                                  object at conv.rec[,colnames(obj at conv.rec)],
+                                  obj at conv.rec[-1,]
+                                  )
+            obj at Nabc <- as.integer(ndone+Nabc)
+            obj
+          }
+          )

Modified: pkg/pomp/R/pmcmc-methods.R
===================================================================
--- pkg/pomp/R/pmcmc-methods.R	2014-01-14 17:48:08 UTC (rev 883)
+++ pkg/pomp/R/pmcmc-methods.R	2014-02-02 17:11:31 UTC (rev 884)
@@ -31,4 +31,3 @@
             compare.pmcmc(x)
           }
           )
-

Modified: pkg/pomp/inst/NEWS
===================================================================
--- pkg/pomp/inst/NEWS	2014-01-14 17:48:08 UTC (rev 883)
+++ pkg/pomp/inst/NEWS	2014-02-02 17:11:31 UTC (rev 884)
@@ -1,4 +1,7 @@
 NEWS
+0.47-1
+     o	'abc' implements Approximate Bayesian Computation for pomp models.
+
 0.46-1
      o	'pompExample' now has an optional argument, 'envir', determining which environment the pomp object will be loaded into.
 

Added: pkg/pomp/man/abc-methods.Rd
===================================================================
--- pkg/pomp/man/abc-methods.Rd	                        (rev 0)
+++ pkg/pomp/man/abc-methods.Rd	2014-02-02 17:11:31 UTC (rev 884)
@@ -0,0 +1,43 @@
+\name{abc-methods}
+\docType{methods}
+\alias{abc-methods}
+\alias{dprior,abc-method}
+\alias{dprior-abc}
+\alias{conv.rec,abc-method}
+\alias{conv.rec-abc}
+\alias{plot-abc}
+\alias{plot,abc-method}
+\title{Methods of the "abc" class}
+\description{Methods of the "abc" class.}
+\usage{
+\S4method{conv.rec}{abc}(object, pars, \dots)
+\S4method{plot}{abc}(x, y, pars, scatter = FALSE, \dots)
+\S4method{dprior}{abc}(object, params, log = FALSE, \dots)
+}
+\arguments{
+  \item{object, x}{The \code{abc} object.}
+  \item{pars}{Names of parameters.}
+  \item{y}{Ignored.}
+  \item{scatter}{WHAT DOES THIS DO?}
+  \item{params}{
+    Named vector of parameters.
+  }
+  \item{log}{if TRUE, log probabilities are returned.}
+  \item{\dots}{
+    Further arguments (either ignored or passed to underlying functions).
+  }
+}
+\section{Methods}{
+  \describe{
+    \item{conv.rec}{
+      \code{conv.rec(object, pars = NULL)} returns the columns of the convergence-record matrix corresponding to the names in \code{pars}.
+      By default, all rows are returned.
+    }
+    \item{plot}{
+      Plots a series of diagnostic plots.
+    }
+  }
+}
+\author{Edward L. Ionides \email{ionides at umich dot edu}, Aaron A. King \email{kingaa at umich dot edu}}
+\seealso{\code{\link{abc}}, \code{\link{pomp}}}
+\keyword{ts}

Added: pkg/pomp/man/abc.Rd
===================================================================
--- pkg/pomp/man/abc.Rd	                        (rev 0)
+++ pkg/pomp/man/abc.Rd	2014-02-02 17:11:31 UTC (rev 884)
@@ -0,0 +1,124 @@
+\name{abc}
+\docType{methods}
+\alias{abc}
+\alias{abc-abc}
+\alias{abc,probed.pomp-method}
+\alias{abc-probed.pomp}
+\alias{abc,pomp-method}
+\alias{abc-pomp}
+\alias{abc,abc-method}
+\alias{abc-abc}
+\alias{continue,abc-method}
+\alias{continue-abc}
+\alias{abc-class}
+\title{The ABC algorithm}
+\description{
+  The approximate Bayesian computation (ABC) algorithm for estimating the parameters of a partially-observed Markov process.
+}
+\usage{
+\S4method{abc}{pomp}(object, Nabc = 1, start, pars,
+    rw.sd, dprior, probes, scale, epsilon, hyperparams, 
+    verbose = getOption("verbose"), transform = FALSE, \dots)
+\S4method{abc}{probed.pomp}(object, Nabc = 1, start, pars,
+    rw.sd, dprior, probes, scale, epsilon, hyperparams,
+    verbose = getOption("verbose"), transform = FALSE, \dots)
+\S4method{abc}{abc}(object, Nabc, start, pars,
+    rw.sd, dprior, probes, scale, epsilon, hyperparams, 
+    verbose = getOption("verbose"), transform, \dots)
+\S4method{continue}{abc}(object, Nabc = 1, \dots)
+}
+\arguments{
+  \item{object}{
+    An object of class \code{pomp}.
+  }
+  \item{Nabc}{
+    The number of ABC iterations to perform.
+  }
+  \item{start}{
+    named numeric vector;
+    the starting guess of the parameters.
+  }
+  \item{pars}{
+    optional character vector naming the ordinary parameters to be estimated.
+    Every parameter named in \code{pars} must have a positive random-walk standard deviation specified in \code{rw.sd}.
+    Leaving \code{pars} unspecified is equivalent to setting it equal to the names of all parameters with a positive value of \code{rw.sd}.
+  }
+  \item{rw.sd}{
+    numeric vector with names; used to parameterize a Gaussian random walk MCMC proposal.
+    The random walk is only applied to parameters named in \code{pars}.
+    The algorithm requires that the random walk be nontrivial, so each element in \code{rw.sd[pars]} must be positive.
+    The following must be satisfied:
+    \code{names(rw.sd)} must be a subset of \code{names(start)},
+    \code{rw.sd} must be non-negative (zeros are simply ignored),
+    the name of every positive element of \code{rw.sd} must be in \code{pars}.
+  }
+  \item{dprior}{
+    Function of prototype \code{dprior(params,hyperparams,...,log)} that evaluates the prior density.
+    This defaults to an improper uniform prior.
+  }
+  \item{probes}{
+  }
+  \item{scale}{
+
+  }
+  \item{epsilon}{
+
+  }
+  \item{hyperparams}{
+    optional list; parameters to be passed to \code{dprior}.
+  }
+  \item{verbose}{
+    logical; if TRUE, print progress reports.
+  }
+  \item{transform}{
+    logical;
+    if \code{TRUE}, optimization is performed on the transformed scale.
+  }
+  \item{\dots}{
+    Additional arguments.
+    These are currently ignored.
+  }
+}
+\value{
+  An object of class \code{abc}.
+  This class inherits from class \code{\link[=probed.pomp-class]{probed.pomp}} and contains the following additional slots:
+  \describe{
+    \item{pars, Nabc, dprior, hyperparams, transform, scale, epsilon}{
+      These slots hold the values of the corresponding arguments of the call to \code{abc}.
+    }
+    \item{random.walk.sd}{
+      a named numeric vector containing the random-walk variances used to parameterize a Gaussian random walk MCMC proposal.
+    }
+    \item{probes, conv.rec}{
+    }
+  }
+}
+\section{Re-running ABC Iterations}{
+  To re-run a sequence of ABC iterations, one can use the \code{abc} method on a \code{abc} object.
+  By default, the same parameters used for the original ABC run are re-used (except for \code{tol}, \code{max.fail}, and \code{verbose}, the defaults of which are shown above).
+  If one does specify additional arguments, these will override the defaults.
+}
+\section{Continuing ABC Iterations}{
+  One can continue a series of ABC iterations from where one left off using the \code{continue} method.
+  A call to \code{abc} to perform \code{Nabc=m} iterations followed by a call to \code{continue} to perform \code{Nabc=n} iterations will produce precisely the same effect as a single call to \code{abc} to perform \code{Nabc=m+n} iterations.
+  By default, all the algorithmic parameters are the same as used in the original call to \code{abc}.
+  Additional arguments will override the defaults.
+}
+\section{Details}{
+  TO APPEAR.
+}
+\references{
+  T. Toni and M. P. H. Stumpf,
+  Simulation-based model selection for dynamical systems in systems and population biology,
+  Bioinformatics 26:104--110, 2010.
+
+  T. Toni, D. Welch, N. Strelkowa, A. Ipsen, and M. P. H. Stumpf,
+  Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems
+  Journal of the Royal Society, Interface 6:187--202, 2009.
+}
+\author{Edward L. Ionides \email{ionides at umich dot edu}, Aaron A. King \email{kingaa at umich dot edu}}
+\seealso{
+  \link{abc-methods}, \code{\link{pomp}}, \code{\link{probe}}.
+  See the \dQuote{intro_to_pomp} vignette for an example
+}
+\keyword{ts}

Modified: pkg/pomp/man/mif.Rd
===================================================================
--- pkg/pomp/man/mif.Rd	2014-01-14 17:48:08 UTC (rev 883)
+++ pkg/pomp/man/mif.Rd	2014-02-02 17:11:31 UTC (rev 884)
@@ -175,5 +175,4 @@
   \code{\link{mif-methods}}, \code{\link{pomp}}, \code{\link{pomp-class}}, \code{\link{pfilter}}.
   See the \dQuote{intro_to_pomp} vignette for examples.
 }
-\keyword{models}
 \keyword{ts}

Modified: pkg/pomp/man/pmcmc.Rd
===================================================================
--- pkg/pomp/man/pmcmc.Rd	2014-01-14 17:48:08 UTC (rev 883)
+++ pkg/pomp/man/pmcmc.Rd	2014-02-02 17:11:31 UTC (rev 884)
@@ -124,5 +124,4 @@
   See the \dQuote{intro_to_pomp} vignette for an example
   [CURRENTLY, ONLY DEMONSTRATING THE MIF ALGORITHM, WHICH IS ALGORITHMICALLY VERY SIMILAR TO PMCMC SINCE THEY BOTH DEPEND CRITICALLY ON A PARTICLE FILTERING STEP].
 }
-\keyword{models}
 \keyword{ts}

Added: pkg/pomp/tests/abc.R
===================================================================
--- pkg/pomp/tests/abc.R	                        (rev 0)
+++ pkg/pomp/tests/abc.R	2014-02-02 17:11:31 UTC (rev 884)
@@ -0,0 +1,48 @@
+### OU2 test of abc for pomp;  nov 2013
+
+library(pomp) 
+pompExample(ou2)
+plot(ou2)
+
+pdf(file='abc.pdf')
+
+set.seed(2079015564L)
+
+probes.good <- list(
+                    y1.mean=probe.mean(var="y1"),
+                    y2.mean=probe.mean(var="y2"),
+                    probe.acf(var="y1",lags=c(0,5)),
+                    probe.acf(var="y2",lags=c(0,5)),
+                    probe.ccf(vars=c("y1","y2"),lags=0)
+                    )
+psim <- probe(ou2,probes=probes.good,nsim=200)
+plot(psim)
+## why do simulations sometimes seem extreme with respect to these probes?
+
+scale.dat <- apply(psim at simvals,2,sd)
+
+po <- ou2 
+
+theta <- coef(ou2)
+
+abc1 <- abc(po,
+            Nabc=10000,
+            start=coef(ou2),
+            pars=c("alpha.1","alpha.2"),
+            probes=probes.good,
+            scale=scale.dat,
+            epsilon=3,
+            rw.sd= c(alpha.1=0.01,alpha.2=0.01),
+            hyperparams=list(junk=0),
+            verbose=TRUE
+            )
+
+plot(abc1,scatter=TRUE)
+plot(abc1)
+
+## check how sticky the chain is:
+runs <- rle(as.vector(conv.rec(abc1)[, "alpha.1"]))
+hist(runs$lengths)
+mean(runs$length)
+
+dev.off()

Added: pkg/pomp/tests/abc.Rout.save
===================================================================
--- pkg/pomp/tests/abc.Rout.save	                        (rev 0)
+++ pkg/pomp/tests/abc.Rout.save	2014-02-02 17:11:31 UTC (rev 884)
@@ -0,0 +1,2080 @@
+
+R version 3.0.2 (2013-09-25) -- "Frisbee Sailing"
+Copyright (C) 2013 The R Foundation for Statistical Computing
+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.
+
+> ### OU2 test of abc for pomp;  nov 2013
+> 
+> library(pomp) 
+Loading required package: mvtnorm
+Loading required package: subplex
+Loading required package: deSolve
+> pompExample(ou2)
+newly created pomp object(s):
+ ou2 
+> plot(ou2)
+> 
+> pdf(file='abc.pdf')
+> 
+> set.seed(2079015564L)
+> 
+> probes.good <- list(
++                     y1.mean=probe.mean(var="y1"),
++                     y2.mean=probe.mean(var="y2"),
++                     probe.acf(var="y1",lags=c(0,5)),
++                     probe.acf(var="y2",lags=c(0,5)),
++                     probe.ccf(vars=c("y1","y2"),lags=0)
++                     )
+> psim <- probe(ou2,probes=probes.good,nsim=200)
+> plot(psim)
+> ## why do simulations sometimes seem extreme with respect to these probes?
+> 
+> scale.dat <- apply(psim at simvals,2,sd)
+> 
+> po <- ou2 
+> 
+> theta <- coef(ou2)
+> 
+> abc1 <- abc(po,
++             Nabc=10000,
++             start=coef(ou2),
++             pars=c("alpha.1","alpha.2"),
++             probes=probes.good,
++             scale=scale.dat,
++             epsilon=3,
++             rw.sd= c(alpha.1=0.01,alpha.2=0.01),
++             hyperparams=list(junk=0),
++             verbose=TRUE
++             )
+performing 10000 ABC iteration(s) to estimate parameter(s) alpha.1, alpha.2 using random-walk with SD
+alpha.1 alpha.2 
+   0.01    0.01 
+ABC iteration  5  of  10000  completed
+ABC iteration  10  of  10000  completed
+ABC iteration  15  of  10000  completed
+ABC iteration  20  of  10000  completed
+ABC iteration  25  of  10000  completed
+ABC iteration  30  of  10000  completed
+ABC iteration  35  of  10000  completed
+ABC iteration  40  of  10000  completed
+ABC iteration  45  of  10000  completed
+ABC iteration  50  of  10000  completed
+ABC iteration  55  of  10000  completed
+ABC iteration  60  of  10000  completed
+ABC iteration  65  of  10000  completed
+ABC iteration  70  of  10000  completed
+ABC iteration  75  of  10000  completed
+ABC iteration  80  of  10000  completed
+ABC iteration  85  of  10000  completed
+ABC iteration  90  of  10000  completed
+ABC iteration  95  of  10000  completed
+ABC iteration  100  of  10000  completed
+ABC iteration  105  of  10000  completed
+ABC iteration  110  of  10000  completed
+ABC iteration  115  of  10000  completed
+ABC iteration  120  of  10000  completed
+ABC iteration  125  of  10000  completed
+ABC iteration  130  of  10000  completed
+ABC iteration  135  of  10000  completed
+ABC iteration  140  of  10000  completed
+ABC iteration  145  of  10000  completed
+ABC iteration  150  of  10000  completed
+ABC iteration  155  of  10000  completed
+ABC iteration  160  of  10000  completed
+ABC iteration  165  of  10000  completed
+ABC iteration  170  of  10000  completed
+ABC iteration  175  of  10000  completed
+ABC iteration  180  of  10000  completed
+ABC iteration  185  of  10000  completed
+ABC iteration  190  of  10000  completed
+ABC iteration  195  of  10000  completed
+ABC iteration  200  of  10000  completed
+ABC iteration  205  of  10000  completed
+ABC iteration  210  of  10000  completed
+ABC iteration  215  of  10000  completed
+ABC iteration  220  of  10000  completed
+ABC iteration  225  of  10000  completed
+ABC iteration  230  of  10000  completed
+ABC iteration  235  of  10000  completed
+ABC iteration  240  of  10000  completed
+ABC iteration  245  of  10000  completed
+ABC iteration  250  of  10000  completed
+ABC iteration  255  of  10000  completed
+ABC iteration  260  of  10000  completed
+ABC iteration  265  of  10000  completed
+ABC iteration  270  of  10000  completed
+ABC iteration  275  of  10000  completed
+ABC iteration  280  of  10000  completed
+ABC iteration  285  of  10000  completed
+ABC iteration  290  of  10000  completed
+ABC iteration  295  of  10000  completed
+ABC iteration  300  of  10000  completed
+ABC iteration  305  of  10000  completed
+ABC iteration  310  of  10000  completed
+ABC iteration  315  of  10000  completed
+ABC iteration  320  of  10000  completed
+ABC iteration  325  of  10000  completed
+ABC iteration  330  of  10000  completed
+ABC iteration  335  of  10000  completed
+ABC iteration  340  of  10000  completed
+ABC iteration  345  of  10000  completed
+ABC iteration  350  of  10000  completed
+ABC iteration  355  of  10000  completed
+ABC iteration  360  of  10000  completed
+ABC iteration  365  of  10000  completed
+ABC iteration  370  of  10000  completed
+ABC iteration  375  of  10000  completed
+ABC iteration  380  of  10000  completed
+ABC iteration  385  of  10000  completed
+ABC iteration  390  of  10000  completed
+ABC iteration  395  of  10000  completed
+ABC iteration  400  of  10000  completed
+ABC iteration  405  of  10000  completed
+ABC iteration  410  of  10000  completed
+ABC iteration  415  of  10000  completed
+ABC iteration  420  of  10000  completed
+ABC iteration  425  of  10000  completed
+ABC iteration  430  of  10000  completed
+ABC iteration  435  of  10000  completed
+ABC iteration  440  of  10000  completed
+ABC iteration  445  of  10000  completed
+ABC iteration  450  of  10000  completed
+ABC iteration  455  of  10000  completed
+ABC iteration  460  of  10000  completed
+ABC iteration  465  of  10000  completed
+ABC iteration  470  of  10000  completed
+ABC iteration  475  of  10000  completed
+ABC iteration  480  of  10000  completed
+ABC iteration  485  of  10000  completed
+ABC iteration  490  of  10000  completed
+ABC iteration  495  of  10000  completed
+ABC iteration  500  of  10000  completed
+ABC iteration  505  of  10000  completed
+ABC iteration  510  of  10000  completed
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+ABC iteration  520  of  10000  completed
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+ABC iteration  530  of  10000  completed
+ABC iteration  535  of  10000  completed
+ABC iteration  540  of  10000  completed
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+ABC iteration  550  of  10000  completed
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+ABC iteration  560  of  10000  completed
+ABC iteration  565  of  10000  completed
+ABC iteration  570  of  10000  completed
+ABC iteration  575  of  10000  completed
[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/pomp -r 884

From noreply at r-forge.r-project.org  Mon Feb  3 23:32:56 2014
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Mon,  3 Feb 2014 23:32:56 +0100 (CET)
Subject: [Pomp-commits] r885 - pkg/pomp/tests
Message-ID: <20140203223256.E4C6C1868FF@r-forge.r-project.org>

Author: kingaa
Date: 2014-02-03 23:32:56 +0100 (Mon, 03 Feb 2014)
New Revision: 885

Modified:
   pkg/pomp/tests/steps.R
   pkg/pomp/tests/steps.Rout.save
Log:
- modify this test for compatibility with R/devel


Modified: pkg/pomp/tests/steps.R
===================================================================
--- pkg/pomp/tests/steps.R	2014-02-02 17:11:31 UTC (rev 884)
+++ pkg/pomp/tests/steps.R	2014-02-03 22:32:56 UTC (rev 885)
@@ -14,4 +14,4 @@
 tm <- sort(runif(n=100,max=1))
 x <- trajectory(verhulst,times=tm)["n",,]
 y <- simulate(verhulst,times=tm,states=TRUE)["n",,]
-table(cut(x-y,breaks=10))
+table(cut(x-y,breaks=c(-Inf,seq(-0.2,0.2,by=0.01),Inf),ordered=T))

Modified: pkg/pomp/tests/steps.Rout.save
===================================================================
--- pkg/pomp/tests/steps.Rout.save	2014-02-02 17:11:31 UTC (rev 884)
+++ pkg/pomp/tests/steps.Rout.save	2014-02-03 22:32:56 UTC (rev 885)
@@ -38,15 +38,27 @@
 > tm <- sort(runif(n=100,max=1))
 > x <- trajectory(verhulst,times=tm)["n",,]
 > y <- simulate(verhulst,times=tm,states=TRUE)["n",,]
-> table(cut(x-y,breaks=10))
+> table(cut(x-y,breaks=c(-Inf,seq(-0.2,0.2,by=0.01),Inf),ordered=T))
 
-(0.000885,0.0115]   (0.0115,0.0222]   (0.0222,0.0328]   (0.0328,0.0434] 
-               13                14                16                 8 
-  (0.0434,0.0541]   (0.0541,0.0647]   (0.0647,0.0753]    (0.0753,0.086] 
-                9                11                 7                 4 
-   (0.086,0.0966]    (0.0966,0.107] 
-               10                 8 
+  (-Inf,-0.2]  (-0.2,-0.19] (-0.19,-0.18] (-0.18,-0.17] (-0.17,-0.16] 
+            0             0             0             0             0 
+(-0.16,-0.15] (-0.15,-0.14] (-0.14,-0.13] (-0.13,-0.12] (-0.12,-0.11] 
+            0             0             0             0             0 
+ (-0.11,-0.1]  (-0.1,-0.09] (-0.09,-0.08] (-0.08,-0.07] (-0.07,-0.06] 
+            0             0             0             0             0 
+(-0.06,-0.05] (-0.05,-0.04] (-0.04,-0.03] (-0.03,-0.02] (-0.02,-0.01] 
+            0             0             0             0             0 
+    (-0.01,0]      (0,0.01]   (0.01,0.02]   (0.02,0.03]   (0.03,0.04] 
+            0            13            11            11             8 
+  (0.04,0.05]   (0.05,0.06]   (0.06,0.07]   (0.07,0.08]   (0.08,0.09] 
+           13            13             8             3             3 
+   (0.09,0.1]    (0.1,0.11]   (0.11,0.12]   (0.12,0.13]   (0.13,0.14] 
+           11             6             0             0             0 
+  (0.14,0.15]   (0.15,0.16]   (0.16,0.17]   (0.17,0.18]   (0.18,0.19] 
+            0             0             0             0             0 
+   (0.19,0.2]    (0.2, Inf] 
+            0             0 
 > 
 > proc.time()
    user  system elapsed 
-  0.516   0.056   0.583 
+  0.516   0.052   0.581 


From noreply at r-forge.r-project.org  Thu Feb 27 03:20:25 2014
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Thu, 27 Feb 2014 03:20:25 +0100 (CET)
Subject: [Pomp-commits] r886 - in pkg/pomp: . R inst man
Message-ID: <20140227022025.7EB09186946@r-forge.r-project.org>

Author: kingaa
Date: 2014-02-27 03:20:24 +0100 (Thu, 27 Feb 2014)
New Revision: 886

Modified:
   pkg/pomp/DESCRIPTION
   pkg/pomp/R/builder.R
   pkg/pomp/R/mif.R
   pkg/pomp/inst/NEWS
   pkg/pomp/man/builder.Rd
Log:
- pompBuilder now puts files in the temporary directory
- fix error with ic.lag in 'mif'


Modified: pkg/pomp/DESCRIPTION
===================================================================
--- pkg/pomp/DESCRIPTION	2014-02-03 22:32:56 UTC (rev 885)
+++ pkg/pomp/DESCRIPTION	2014-02-27 02:20:24 UTC (rev 886)
@@ -1,8 +1,8 @@
 Package: pomp
 Type: Package
 Title: Statistical inference for partially observed Markov processes
-Version: 0.47-1
-Date: 2014-02-02
+Version: 0.47-2
+Date: 2014-02-26
 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/R/builder.R
===================================================================
--- pkg/pomp/R/builder.R	2014-02-03 22:32:56 UTC (rev 885)
+++ pkg/pomp/R/builder.R	2014-02-27 02:20:24 UTC (rev 886)
@@ -24,7 +24,7 @@
                          rmeasure, dmeasure, step.fn, step.fn.delta.t,
                          skeleton, skeleton.type, skelmap.delta.t = 1,
                          parameter.transform, parameter.inv.transform,
-                         ..., link = TRUE) {
+                         ..., link = TRUE, save = FALSE) {
   if (!is.data.frame(data)) stop(sQuote("data")," must be a data-frame")
   obsnames <- names(data)
   obsnames <- setdiff(obsnames,times)
@@ -37,20 +37,27 @@
     tcovar <- numeric(0)
     covarnames <- character(0)
   }
-  solib <- pompCBuilder(
-                        name=name,
-                        statenames=statenames,
-                        paramnames=paramnames,
-                        covarnames=covarnames,
-                        obsnames=obsnames,
-                        rmeasure=rmeasure,
-                        dmeasure=dmeasure,
-                        step.fn=step.fn,
-                        skeleton=skeleton,
-                        parameter.transform=parameter.transform,
-                        parameter.inv.transform=parameter.inv.transform
-                        )
-  if (link) pompLink(name)
+  pompCBuilder(
+               name=name,
+               statenames=statenames,
+               paramnames=paramnames,
+               covarnames=covarnames,
+               obsnames=obsnames,
+               rmeasure=rmeasure,
+               dmeasure=dmeasure,
+               step.fn=step.fn,
+               skeleton=skeleton,
+               parameter.transform=parameter.transform,
+               parameter.inv.transform=parameter.inv.transform,
+               save=save
+               )
+  if (link) {
+    if (save) {
+      pompLink(name)
+    } else {
+      pompLink(file.path(tempdir(),name))
+    }
+  }
   pomp(
        data=data,times=times,t0=t0,
        rprocess=euler.sim(
@@ -125,8 +132,10 @@
                     )
 
 
-pompCBuilder <- function (name, statenames, paramnames, covarnames, obsnames, rmeasure, dmeasure,
-                          step.fn, skeleton, parameter.transform, parameter.inv.transform)
+pompCBuilder <- function (name, statenames, paramnames, covarnames, obsnames,
+                          rmeasure, dmeasure, step.fn, skeleton,
+                          parameter.transform, parameter.inv.transform,
+                          save = FALSE)
 {
   if (missing(name)) stop(sQuote("name")," must be supplied");
   if (missing(statenames)) stop(sQuote("statenames")," must be supplied");
@@ -146,8 +155,10 @@
   covarnames <- cleanForC(covarnames)
   obsnames <- cleanForC(obsnames)
 
-  modelfile <- paste0(name,".c")
-  solib <- paste0(name,.Platform$dynlib.ext)
+  stem <- if (save) name else file.path(tempdir(),name)
+  modelfile <- paste0(stem,".c") 
+  solib <- paste0(stem,.Platform$dynlib.ext)
+
   if (.Platform$OS.type=="unix") {
     pompheader <- "pomp.h"
   } else {
@@ -257,7 +268,7 @@
   else
     cat("model codes written to",sQuote(modelfile),"\nlink to shared-object library",sQuote(solib),"\n")
 
-  invisible(solib)
+  invisible(NULL)
 }
 
 cleanForC <- function (text) {

Modified: pkg/pomp/R/mif.R
===================================================================
--- pkg/pomp/R/mif.R	2014-02-03 22:32:56 UTC (rev 885)
+++ pkg/pomp/R/mif.R	2014-02-27 02:20:24 UTC (rev 886)
@@ -410,12 +410,14 @@
             if (missing(start)) start <- coef(object)
             if (missing(rw.sd))
               stop("mif error: ",sQuote("rw.sd")," must be specified",call.=FALSE)
-            if (missing(ic.lag) && length(ivps)>0) {
-              if (method=="mif2")
-                ic.lag <- length(time(object)) # default mif2 behavior
-              else
-                stop("mif error: ",sQuote("ic.lag")," must be specified if ",sQuote("ivps"),
+            if (missing(ic.lag)) {
+              if (length(ivps)>0 && (method != "mif2")) {
+                stop("mif error: ",sQuote("ic.lag"),
+                     " must be specified if ",sQuote("ivps"),
                      " are",call.=FALSE)
+              } else {
+                ic.lag <- length(time(object))
+              }
             }
             if (missing(pars)) {
               rw.names <- names(rw.sd)[rw.sd>0]

Modified: pkg/pomp/inst/NEWS
===================================================================
--- pkg/pomp/inst/NEWS	2014-02-03 22:32:56 UTC (rev 885)
+++ pkg/pomp/inst/NEWS	2014-02-27 02:20:24 UTC (rev 886)
@@ -1,4 +1,7 @@
 NEWS
+0.47-2
+     o	By default, 'pompBuilder' now creates all files in the temporary directory.
+
 0.47-1
      o	'abc' implements Approximate Bayesian Computation for pomp models.
 

Modified: pkg/pomp/man/builder.Rd
===================================================================
--- pkg/pomp/man/builder.Rd	2014-02-03 22:32:56 UTC (rev 885)
+++ pkg/pomp/man/builder.Rd	2014-02-27 02:20:24 UTC (rev 886)
@@ -10,7 +10,7 @@
             rmeasure, dmeasure, step.fn, step.fn.delta.t,
             skeleton, skeleton.type, skelmap.delta.t = 1,
             parameter.transform, parameter.inv.transform,
-            \dots, link = TRUE)
+            \dots, link = TRUE, save = FALSE)
 }
 \arguments{
   \item{data, times, t0}{
@@ -52,6 +52,11 @@
   \item{link}{
     logical; if TRUE, the resulting code will be linked after compilation.
   }
+  \item{save}{
+    logical; if TRUE, the resulting C code will be saved in the current working directory.
+    The shared-object library will also be created in this directory.
+    If FALSE, the C code and shared-object library will be created in the temporary directory.
+  }
 }
 \value{
   The constructed \code{pomp} object.