[Pomp-commits] r1083 - in pkg/pomp: . R man

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

Author: kingaa
Date: 2015-02-22 20:38:41 +0100 (Sun, 22 Feb 2015)
New Revision: 1083

Added:
   pkg/pomp/R/proposals.R
   pkg/pomp/man/proposals.Rd
Modified:
   pkg/pomp/DESCRIPTION
   pkg/pomp/NAMESPACE
Log:
- new MCMC proposal-function construction functions

Modified: pkg/pomp/DESCRIPTION
===================================================================
--- pkg/pomp/DESCRIPTION	2015-02-17 19:17:11 UTC (rev 1082)
+++ pkg/pomp/DESCRIPTION	2015-02-22 19:38:41 UTC (rev 1083)
@@ -1,8 +1,8 @@
 Package: pomp
 Type: Package
 Title: Statistical Inference for Partially Observed Markov Processes
-Version: 0.59-1
-Date: 2015-02-14
+Version: 0.60-1
+Date: 2015-02-22
 Authors at R: c(person(given=c("Aaron","A."),family="King",
 		role=c("aut","cre"),email="kingaa at umich.edu"),
 	  person(given=c("Edward","L."),family="Ionides",role=c("aut")),
@@ -35,7 +35,7 @@
 	 pfilter.R pfilter-methods.R minim.R traj-match.R 
 	 bsmc.R bsmc2.R
 	 mif.R mif-methods.R
- 	 pmcmc.R pmcmc-methods.R
+	 proposals.R pmcmc.R pmcmc-methods.R
  	 nlf-funcs.R nlf-guts.R nlf-objfun.R nlf.R 
 	 probe.R probe-match.R basic-probes.R spect.R spect-match.R
 	 abc.R abc-methods.R

Modified: pkg/pomp/NAMESPACE
===================================================================
--- pkg/pomp/NAMESPACE	2015-02-17 19:17:11 UTC (rev 1082)
+++ pkg/pomp/NAMESPACE	2015-02-22 19:38:41 UTC (rev 1083)
@@ -85,6 +85,7 @@
        onestep.sim,
        onestep.dens,
        gillespie.sim,
+       mvn.diag.rw,mvn.rw,
        sobol,
        sobolDesign,
        sliceDesign,

Added: pkg/pomp/R/proposals.R
===================================================================
--- pkg/pomp/R/proposals.R	                        (rev 0)
+++ pkg/pomp/R/proposals.R	2015-02-22 19:38:41 UTC (rev 1083)
@@ -0,0 +1,25 @@
+mvn.rw.proposal.fn <- function (rw.sd) {
+  parnm <- colnames(rw.sd)
+  n <- ncol(rw.sd)
+  if (is.null(parnm))
+    stop(sQuote("rw.sd")," must have names")
+  if (is.matrix(rw.sd)) {
+    if (nrow(rw.sd)!=ncol(rw.sd))
+      stop(sQuote("rw.sd")," must be a square matrix")
+    ch <- try (chol(rw.sd,pivot=TRUE))
+    if (inherits(ch,"try-error"))
+      stop("error in Choleski factorization of ",sQuote("rw.sd"))
+    oo <- order(attr(ch,"pivot"))
+    Q <- ch[,oo]
+    fn <- function (theta) {
+      theta[parnm] <- theta[parnm]+Q.rnorm(n=n,mean=0,sd=1)
+      theta
+    }
+  } else {
+    fn <- function (theta) {
+      theta[parnm] <- rnorm(n=n,mean=theta[parnm],sd=rw.sd)
+      theta
+    }
+  }
+  fn
+}

Added: pkg/pomp/man/proposals.Rd
===================================================================
--- pkg/pomp/man/proposals.Rd	                        (rev 0)
+++ pkg/pomp/man/proposals.Rd	2015-02-22 19:38:41 UTC (rev 1083)
@@ -0,0 +1,27 @@
+\name{proposals}
+\alias{MCMC proposal functions}
+\alias{mvn.rw}
+\alias{mvn.diag.rw}
+\title{MCMC proposal functions}
+\description{
+  Construct proposal distributions for use with MCMC methods.
+}
+\usage{
+  mvn.diag.rw(rw.sd)
+  mvn.rw(rw.var)
+}
+\arguments{
+  \item{rw.sd}{
+    named numeric vector;
+    random-walk SDs for a multivariate normal random-walk proposal with diagonal variance-covariance matrix.
+  }
+  \item{rw.var}{
+    square numeric matrix with row- and column-names.
+    Specifies the variance-covariance matrix for a multivariate normal random-walk proposal distribution.
+  }
+}
+\value{
+  Functions taking a single argument.
+  Given a parameter vector, each returns a single draw from the corresponding proposal distribution.
+}
+\author{Aaron A. King \email{kingaa at umich dot edu}}