[Pomp-commits] r766 - branches/mif2/man

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

Author: ionides
Date: 2012-08-08 20:25:00 +0200 (Wed, 08 Aug 2012)
New Revision: 766

Modified:
   branches/mif2/man/mif.Rd
Log:
updated mif.Rd


Modified: branches/mif2/man/mif.Rd
===================================================================
--- branches/mif2/man/mif.Rd	2012-08-08 15:22:18 UTC (rev 765)
+++ branches/mif2/man/mif.Rd	2012-08-08 18:25:00 UTC (rev 766)
@@ -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, option = c("mif","unweighted","fp","mif2"),cooling.scalar=400,paramMatrix,
+    weighted, option = c("mif","unweighted","fp","mif2"),cooling.fraction=0.05,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, option = c("mif","unweighted","fp","mif2"),cooling.scalar=400,paramMatrix,
+    weighted, option = c("mif","unweighted","fp","mif2"),cooling.fraction=0.05,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, option = c("mif","unweighted","fp","mif2"),cooling.scalar=400,paramMatrix,
+    weighted, option = c("mif","unweighted","fp","mif2"),cooling.fraction=0.05,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, option = c("mif","unweighted","fp","mif2"),cooling.scalar=400,paramMatrix,
+    weighted, option = c("mif","unweighted","fp","mif2"),cooling.fraction=0.05,paramMatrix,
     tol, max.fail = 0, verbose = getOption("verbose"),
     transform, \dots)
 }
@@ -96,7 +96,7 @@
     In particular, the width of the distribution of particles at the start of the first MIF iteration will be \code{random.walk.sd*var.factor}.
   }
   \item{cooling.factor}{
-    a positive number not greater than 1;
+    a positive number not greater than 1 used for \code{option="mif"} or \code{"unweighted"} or \code{"fp"};
     the exponential cooling factor, \code{alpha}.
   }
   \item{option, weighted}{
@@ -104,17 +104,17 @@
     \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{option="mif2"} updates the swarm of parameter values at the start of each iteration to the swarm at the end of the previous iteration.
     \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"}.
+    \code{weighted=TRUE} is equivalent to \code{option="mif"};
+    \code{weighted=FALSE} is equivalent to \code{option="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{cooling.fraction}{
+    a positive number not greater than 1 used for \code{option="mif2"}; the cooling schedule is \code{(1+A)/(k+A)} at the kth filtering step, with A determined so that that \code{(1+A)/(50 length(times)+A) = cooling.fraction}. In other words, \code{cooling.factor} is the temperature after 50 filtering iterations.
   }
   \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.
+    matrix defining a swarm of parameter values; used for \code{option="mif2"} and updated after each filtering iteration. 
   }
   \item{tol}{
     numeric scalar; particles with log likelihood below \code{tol} are considered to be \dQuote{lost}.