[Pomp-commits] r564 - in pkg: . R tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Nov 10 14:53:15 CET 2011
Author: kingaa
Date: 2011-11-10 14:53:14 +0100 (Thu, 10 Nov 2011)
New Revision: 564
Modified:
pkg/DESCRIPTION
pkg/R/sannbox.R
pkg/tests/ou2-probe.Rout.save
Log:
- change SANN algorithm in sannbox to replace non-finite objective-function values with a big number (as is done in optim's SANN).
- update test file
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2011-10-21 07:34:50 UTC (rev 563)
+++ pkg/DESCRIPTION 2011-11-10 13:53:14 UTC (rev 564)
@@ -2,7 +2,7 @@
Type: Package
Title: Statistical inference for partially observed Markov processes
Version: 0.39-4
-Date: 2011-10-21
+Date: 2011-11-10
Author: Aaron A. King, Edward L. Ionides, Carles Breto, Steve Ellner, Bruce Kendall, Helen Wearing, Matthew J. Ferrari, Michael Lavine, Daniel C. Reuman
Maintainer: Aaron A. King <kingaa at umich.edu>
URL: http://pomp.r-forge.r-project.org
Modified: pkg/R/sannbox.R
===================================================================
--- pkg/R/sannbox.R 2011-10-21 07:34:50 UTC (rev 563)
+++ pkg/R/sannbox.R 2011-11-10 13:53:14 UTC (rev 564)
@@ -11,6 +11,8 @@
sannbox <- function (par, fn, control = list(), ...) {
+ big <- 1e35 ## a very large number
+
npar <- length(par)
neval <- 0
@@ -47,7 +49,9 @@
## initialization for the algorithm
laststep <- 0
thetabest <- thetacurrent <- par
- ybest <- ycurrent <- fn(thetacurrent,...)
+ ycurrent <- fn(thetacurrent,...)
+ if (!is.finite(ycurrent)) ycurrent <- big
+ ybest <- ycurrent
neval <- 1
if (control$trace>0)
@@ -71,6 +75,7 @@
thetacand
)
ycand <- fn(thetacand,...)
+ if (!is.finite(ycand)) ycand <- big
neval <- neval+1
## see if you have a new best.params
Modified: pkg/tests/ou2-probe.Rout.save
===================================================================
--- pkg/tests/ou2-probe.Rout.save 2011-10-21 07:34:50 UTC (rev 563)
+++ pkg/tests/ou2-probe.Rout.save 2011-11-10 13:53:14 UTC (rev 564)
@@ -187,7 +187,8 @@
In probe.acf(var = c("y1", "y2"), lags = c(0, 1), type = "cor") :
useless zero lag discarded in 'probe.acf'
> x <- as.data.frame(po)
-> x <- sweep(x,2,mean(x))
+> mx <- sapply(x,mean)
+> x <- sweep(x,2,mx)
> y1 <- head(x$y1,-1)
> z1 <- tail(x$y1,-1)
> y2 <- head(x$y2,-1)
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