[Pomp-commits] r752 - in pkg/pomp: . R tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Jul 13 18:40:56 CEST 2012
Author: kingaa
Date: 2012-07-13 18:40:56 +0200 (Fri, 13 Jul 2012)
New Revision: 752
Modified:
pkg/pomp/DESCRIPTION
pkg/pomp/NAMESPACE
pkg/pomp/R/aaa.R
pkg/pomp/R/mif.R
pkg/pomp/R/pfilter-methods.R
pkg/pomp/tests/gompertz.R
pkg/pomp/tests/gompertz.Rout.save
pkg/pomp/tests/ou2-mif.Rout.save
Log:
- add 'eff.sample.size' and 'cond.logLik' methods for 'pfilterd.pomp' objects
- make 'non-finite parameters' warning message more informative
Modified: pkg/pomp/DESCRIPTION
===================================================================
--- pkg/pomp/DESCRIPTION 2012-07-13 13:52:42 UTC (rev 751)
+++ pkg/pomp/DESCRIPTION 2012-07-13 16:40:56 UTC (rev 752)
@@ -2,7 +2,7 @@
Type: Package
Title: Statistical inference for partially observed Markov processes
Version: 0.43-3
-Date: 2012-07-12
+Date: 2012-07-14
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/pomp/NAMESPACE
===================================================================
--- pkg/pomp/NAMESPACE 2012-07-13 13:52:42 UTC (rev 751)
+++ pkg/pomp/NAMESPACE 2012-07-13 16:40:56 UTC (rev 752)
@@ -51,6 +51,7 @@
dprocess,rprocess,rmeasure,dmeasure,init.state,skeleton,
data.array,obs,partrans,coef,"coef<-",time,"time<-",timezero,"timezero<-",
simulate,pfilter,
+ eff.sample.size,cond.logLik,
particles,mif,continue,states,trajectory,
pred.mean,pred.var,filter.mean,conv.rec,
bsmc,
Modified: pkg/pomp/R/aaa.R
===================================================================
--- pkg/pomp/R/aaa.R 2012-07-13 13:52:42 UTC (rev 751)
+++ pkg/pomp/R/aaa.R 2012-07-13 16:40:56 UTC (rev 752)
@@ -17,6 +17,8 @@
setGeneric("pred.mean",function(object,...)standardGeneric("pred.mean"))
setGeneric("pred.var",function(object,...)standardGeneric("pred.var"))
setGeneric("filter.mean",function(object,...)standardGeneric("filter.mean"))
+setGeneric("cond.logLik",function(object,...)standardGeneric("cond.logLik"))
+setGeneric("eff.sample.size",function(object,...)standardGeneric("eff.sample.size"))
if (!exists("paste0",where="package:base")) {
paste0 <- function(...) paste(...,sep="")
Modified: pkg/pomp/R/mif.R
===================================================================
--- pkg/pomp/R/mif.R 2012-07-13 13:52:42 UTC (rev 751)
+++ pkg/pomp/R/mif.R 2012-07-13 16:40:56 UTC (rev 752)
@@ -195,7 +195,8 @@
if (!all(is.finite(theta[c(pars,ivps)]))) {
stop(
sQuote("mif"),
- " error: cannot estimate non-finite parameters: ",
+ " error: mif cannot estimate non-finite parameters.\n",
+ "The following ",if (transform) "transformed ", "parameters are non-finite: ",
paste(
c(pars,ivps)[!is.finite(theta[c(pars,ivps)])],
collapse=","
Modified: pkg/pomp/R/pfilter-methods.R
===================================================================
--- pkg/pomp/R/pfilter-methods.R 2012-07-13 13:52:42 UTC (rev 751)
+++ pkg/pomp/R/pfilter-methods.R 2012-07-13 16:40:56 UTC (rev 752)
@@ -1,5 +1,7 @@
setMethod("$",signature(x="pfilterd.pomp"),function (x,name) slot(x,name))
setMethod("logLik",signature(object="pfilterd.pomp"),function(object,...)object at loglik)
+setMethod("eff.sample.size",signature(object="pfilterd.pomp"),function(object,...)object at eff.sample.size)
+setMethod("cond.logLik",signature(object="pfilterd.pomp"),function(object,...)object at cond.loglik)
## extract the prediction means
setMethod(
@@ -31,4 +33,3 @@
object at filter.mean[pars,]
}
)
-
Modified: pkg/pomp/tests/gompertz.R
===================================================================
--- pkg/pomp/tests/gompertz.R 2012-07-13 13:52:42 UTC (rev 751)
+++ pkg/pomp/tests/gompertz.R 2012-07-13 16:40:56 UTC (rev 752)
@@ -11,7 +11,20 @@
coef(po,c("r","K")) <- c(0.2,1)
coef(po)
coef(po,transform=TRUE)
+guess <- coef(po)
+guess["r"] <- 0
+try(
+ mf <- mif(
+ po,
+ start=guess,
+ Nmif=5,Np=1000,
+ transform=TRUE,
+ ic.lag=1,var.factor=1,cooling.factor=0.99,
+ rw.sd=c(r=0.02,K=0.02)
+ )
+ )
+
set.seed(93848585L)
mf <- mif(
po,
Modified: pkg/pomp/tests/gompertz.Rout.save
===================================================================
--- pkg/pomp/tests/gompertz.Rout.save 2012-07-13 13:52:42 UTC (rev 751)
+++ pkg/pomp/tests/gompertz.Rout.save 2012-07-13 16:40:56 UTC (rev 752)
@@ -1,5 +1,5 @@
-R version 2.15.0 (2012-03-30)
+R version 2.15.1 (2012-06-22) -- "Roasted Marshmallows"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: x86_64-unknown-linux-gnu (64-bit)
@@ -44,7 +44,22 @@
> coef(po,transform=TRUE)
K r sigma tau X.0
0.000 -1.609 -2.303 -2.303 0.000
+> guess <- coef(po)
+> guess["r"] <- 0
>
+> try(
++ mf <- mif(
++ po,
++ start=guess,
++ Nmif=5,Np=1000,
++ transform=TRUE,
++ ic.lag=1,var.factor=1,cooling.factor=0.99,
++ rw.sd=c(r=0.02,K=0.02)
++ )
++ )
+Error : 'mif' error: mif cannot estimate non-finite parameters.
+The following transformed parameters are non-finite: r
+>
> set.seed(93848585L)
> mf <- mif(
+ po,
@@ -116,4 +131,4 @@
>
> proc.time()
user system elapsed
- 1.448 0.048 1.509
+ 1.496 0.056 1.567
Modified: pkg/pomp/tests/ou2-mif.Rout.save
===================================================================
--- pkg/pomp/tests/ou2-mif.Rout.save 2012-07-13 13:52:42 UTC (rev 751)
+++ pkg/pomp/tests/ou2-mif.Rout.save 2012-07-13 16:40:56 UTC (rev 752)
@@ -1,5 +1,5 @@
-R version 2.15.0 (2012-03-30)
+R version 2.15.1 (2012-06-22) -- "Roasted Marshmallows"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: x86_64-unknown-linux-gnu (64-bit)
@@ -167,7 +167,8 @@
+ Np=11,cooling.factor=0.95,ic.lag=10,var.factor=1
+ )
+ )
-Error : 'mif' error: cannot estimate non-finite parameters: alpha.4
+Error : 'mif' error: mif cannot estimate non-finite parameters.
+The following parameters are non-finite: alpha.4
>
> try(
+ mif(
@@ -179,7 +180,8 @@
+ Np=11,cooling.factor=0.95,ic.lag=10,var.factor=1
+ )
+ )
-Error : 'mif' error: cannot estimate non-finite parameters: x2.0
+Error : 'mif' error: mif cannot estimate non-finite parameters.
+The following parameters are non-finite: x2.0
>
> fit <- mif(
+ ou2,
@@ -265,4 +267,4 @@
>
> proc.time()
user system elapsed
- 13.108 0.044 13.312
+ 13.728 0.036 13.921
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