[Pomp-commits] r595 - in pkg: . inst

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

Author: kingaa
Date: 2012-01-15 20:45:14 +0100 (Sun, 15 Jan 2012)
New Revision: 595

Modified:
   pkg/DESCRIPTION
   pkg/inst/NEWS
Log:
- update DESCRIPTION & NEWS files


Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2012-01-15 19:30:18 UTC (rev 594)
+++ pkg/DESCRIPTION	2012-01-15 19:45:14 UTC (rev 595)
@@ -2,7 +2,7 @@
 Type: Package
 Title: Statistical inference for partially observed Markov processes
 Version: 0.40-3
-Date: 2012-01-12
+Date: 2012-01-15
 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/inst/NEWS
===================================================================
--- pkg/inst/NEWS	2012-01-15 19:30:18 UTC (rev 594)
+++ pkg/inst/NEWS	2012-01-15 19:45:14 UTC (rev 595)
@@ -4,6 +4,17 @@
      	Specifically, 'bsmc' no longer reports a log-likelihood (which it never really computed anyway) but a log-evidence.
 	The latter computation was supplied by Pierre Jacob.
 
+     o	A new helper function, 'exp2geom_rate_correction' has been added to the 'pomp.h' file.
+     	This function computes the rate r such that if N ~ geometric(prob=1-exp(-r*dt)) and T ~ exponential(rate=R), then E[N*dt] = E[T].
+	This is useful in approximating a continuous-time death process by a discrete time (Euler) process.
+	In particular, in such a case, T is the waiting time to death in the former and N*dt is the waiting time to death in the latter.
+	An Euler binomial or multinomial process with rate r=exp2geom_rate_correction(R,dt) will have the same mean waiting time as the exponential process with rate R.
+
+     o	A new helper function, 'rgammawn' has been added to the 'pomp.h' file.
+     	This function draws an increment of Gamma white-noise process with a given intensity.
+	Specifically, dw=rgammwn(sigma,dt) is Gamma distributed with mean dt and variance sigma^2*dt.
+	In this case, mu*dw/dt is suitable for use as a random rate in an Euler-multinomial process.
+
 0.40-2
      o  A bug to do with computation of the number of steps needed in discrete-time simulation and trajectory computations has been fixed.
      	This bug was introduced in version 0.40-1.