[Pomp-commits] r175 - in pkg: R tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Nov 12 16:06:30 CET 2009
Author: kingaa
Date: 2009-11-12 16:06:29 +0100 (Thu, 12 Nov 2009)
New Revision: 175
Modified:
pkg/R/nlf.R
pkg/tests/ou2-nlf.R
pkg/tests/ou2-nlf.Rout.save
Log:
- bug fix in NLF code (for eval.only=TRUE)
Modified: pkg/R/nlf.R
===================================================================
--- pkg/R/nlf.R 2009-10-12 15:59:29 UTC (rev 174)
+++ pkg/R/nlf.R 2009-11-12 15:06:29 UTC (rev 175)
@@ -64,7 +64,7 @@
par=guess,
fn=nlf.objfun,
gr=gr,
- method=method,
+ method="SANN",
object=object,
params=params,
par.index=par.index,
@@ -74,12 +74,12 @@
tensor=tensor,
seed=seed,
nrbf=nrbf,
+ hessian=FALSE,
verbose=verbose,
bootstrap=bootstrap,
bootsamp=bootsamp,
control=list(
- maxit=0,
- method='SANN'
+ maxit=0
)
)
return(-opt$value)
Modified: pkg/tests/ou2-nlf.R
===================================================================
--- pkg/tests/ou2-nlf.R 2009-10-12 15:59:29 UTC (rev 174)
+++ pkg/tests/ou2-nlf.R 2009-11-12 15:06:29 UTC (rev 175)
@@ -12,6 +12,20 @@
m1 <- nlf(
object=po,
start=guess,
+ lags=c(1,2),
+ nconverge=100,
+ nasymp=1000,
+ trace=1,
+ verbose=TRUE,
+ eval.only=TRUE,
+ lql.frac = 0.025
+ )
+
+print(m1)
+
+m1 <- nlf(
+ object=po,
+ start=guess,
est=c("alpha.1","alpha.4"),
lags=c(1,2),
nconverge=100,
Modified: pkg/tests/ou2-nlf.Rout.save
===================================================================
--- pkg/tests/ou2-nlf.Rout.save 2009-10-12 15:59:29 UTC (rev 174)
+++ pkg/tests/ou2-nlf.Rout.save 2009-11-12 15:06:29 UTC (rev 175)
@@ -1,6 +1,6 @@
-R version 2.8.1 (2008-12-22)
-Copyright (C) 2008 The R Foundation for Statistical Computing
+R version 2.9.1 (2009-06-26)
+Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
R is free software and comes with ABSOLUTELY NO WARRANTY.
@@ -32,6 +32,21 @@
> m1 <- nlf(
+ object=po,
+ start=guess,
++ lags=c(1,2),
++ nconverge=100,
++ nasymp=1000,
++ trace=1,
++ verbose=TRUE,
++ eval.only=TRUE,
++ lql.frac = 0.025
++ )
+>
+> print(m1)
+[1] -390.961
+>
+> m1 <- nlf(
++ object=po,
++ start=guess,
+ est=c("alpha.1","alpha.4"),
+ lags=c(1,2),
+ nconverge=100,
@@ -73,10 +88,10 @@
49 function evaluations used
h in NLF = 0.1
epsilon in NLF = 0.3120962 0.3004542
-Fitted param 1 -3.984644 -3.984644 up in ‘nlf’
-Fitted param 1 -3.985982 down in ‘NLF’
-Fitted param 2 -3.993283 -3.993283 up in ‘nlf’
-Fitted param 2 -3.993728 down in ‘NLF’
+Fitted param 1 -3.984644 -3.984644 up in 'nlf'
+Fitted param 1 -3.985982 down in 'NLF'
+Fitted param 2 -3.993283 -3.993283 up in 'nlf'
+Fitted param 2 -3.993728 down in 'NLF'
>
> se <- p.truth
> se[] <- NA
@@ -109,48 +124,45 @@
+ lql.frac = 0.025
+ )
Nelder-Mead direct search function minimizer
-function value for initial parameters = 4012.121680
- Scaled convergence tolerance is 5.97853e-05
+function value for initial parameters = 3931.875269
+ Scaled convergence tolerance is 5.85895e-05
Stepsize computed as 0.020000
-BUILD 3 4012.528145 4012.121680
-REFLECTION 5 4012.384913 4012.067214
-EXTENSION 7 4012.121680 4011.649828
-EXTENSION 9 4012.067214 4011.551849
-REFLECTION 11 4011.649828 4011.355226
-HI-REDUCTION 13 4011.551849 4011.355226
-HI-REDUCTION 15 4011.436440 4011.355226
-LO-REDUCTION 17 4011.403589 4011.351028
-HI-REDUCTION 19 4011.355226 4011.351028
-HI-REDUCTION 21 4011.353532 4011.344389
-HI-REDUCTION 23 4011.351028 4011.344389
-LO-REDUCTION 25 4011.346527 4011.344130
-HI-REDUCTION 27 4011.344389 4011.344130
-HI-REDUCTION 29 4011.344238 4011.343759
-HI-REDUCTION 31 4011.344130 4011.343759
-HI-REDUCTION 33 4011.343867 4011.343759
-LO-REDUCTION 35 4011.343836 4011.343759
+BUILD 3 3931.875269 3931.417243
+EXTENSION 5 3931.541801 3930.827423
+EXTENSION 7 3931.417243 3930.572713
+REFLECTION 9 3930.827423 3930.228048
+LO-REDUCTION 11 3930.572713 3930.228048
+LO-REDUCTION 13 3930.344970 3930.215357
+HI-REDUCTION 15 3930.238133 3930.215357
+HI-REDUCTION 17 3930.228048 3930.213344
+HI-REDUCTION 19 3930.215357 3930.209340
+HI-REDUCTION 21 3930.213344 3930.208245
+LO-REDUCTION 23 3930.209340 3930.207339
+HI-REDUCTION 25 3930.208245 3930.207190
+HI-REDUCTION 27 3930.207339 3930.206898
+HI-REDUCTION 29 3930.207190 3930.206898
Exiting from Nelder Mead minimizer
- 37 function evaluations used
+ 31 function evaluations used
h in NLF = 0.1
-epsilon in NLF = 0.4842402 0.2705555
-Fitted param 1 -4.054405 -4.054405 up in ‘nlf’
-Fitted param 1 -4.052725 down in ‘NLF’
-Fitted param 2 -4.049163 -4.049163 up in ‘nlf’
-Fitted param 2 -4.048027 down in ‘NLF’
+epsilon in NLF = 0.4209784 0.2679104
+Fitted param 1 -3.976024 -3.976024 up in 'nlf'
+Fitted param 1 -3.963879 down in 'NLF'
+Fitted param 2 -3.967971 -3.967971 up in 'nlf'
+Fitted param 2 -3.966288 down in 'NLF'
>
> se <- p.truth
> se[] <- NA
> se[names(m2$se)] <- m2$se
> print(cbind(truth=p.truth,fit=m2$params,se=se),digits=3)
- truth fit se
-alpha.1 0.1 0.0169 0.0677
-alpha.2 0.0 0.0000 NA
-alpha.3 0.0 0.0000 NA
-alpha.4 0.2 0.1907 0.0490
-sigma.1 1.0 1.0000 NA
-sigma.2 0.0 0.0000 NA
-sigma.3 2.0 2.0000 NA
-tau 1.0 1.0000 NA
-x1.0 0.0 0.0000 NA
-x2.0 0.0 0.0000 NA
+ truth fit se
+alpha.1 0.1 0.196 0.0541
+alpha.2 0.0 0.000 NA
+alpha.3 0.0 0.000 NA
+alpha.4 0.2 0.234 0.0372
+sigma.1 1.0 1.000 NA
+sigma.2 0.0 0.000 NA
+sigma.3 2.0 2.000 NA
+tau 1.0 1.000 NA
+x1.0 0.0 0.000 NA
+x2.0 0.0 0.000 NA
>
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