[Pomp-commits] r1089 - pkg/pomp/tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Feb 22 20:43:39 CET 2015
Author: kingaa
Date: 2015-02-22 20:43:39 +0100 (Sun, 22 Feb 2015)
New Revision: 1089
Modified:
pkg/pomp/tests/ou2-abc.R
pkg/pomp/tests/ou2-abc.Rout.save
pkg/pomp/tests/ou2-pmcmc.R
pkg/pomp/tests/ou2-pmcmc.Rout.save
Log:
- update tests
Modified: pkg/pomp/tests/ou2-abc.R
===================================================================
--- pkg/pomp/tests/ou2-abc.R 2015-02-22 19:43:32 UTC (rev 1088)
+++ pkg/pomp/tests/ou2-abc.R 2015-02-22 19:43:39 UTC (rev 1089)
@@ -58,10 +58,11 @@
abc3 <- continue(abc3,Nabc=3000)
plot(abc3)
-sig <- matrix(c(0.01,0.005,0.005,0.01),
- 2,2,
- dimnames=list(c("alpha.1","alpha.2"),
- c("alpha.1","alpha.2")))
+sig <- array(data=c(0.1,0.02,0,0.1),
+ dim=c(2,2),
+ dimnames=list(c("alpha.1","alpha.2"),
+ c("alpha.1","alpha.2")))
+sig <- crossprod(sig)
abc4 <- abc(probe(po,probes=probes.good,nsim=200),
Nabc=2000,
Modified: pkg/pomp/tests/ou2-abc.Rout.save
===================================================================
--- pkg/pomp/tests/ou2-abc.Rout.save 2015-02-22 19:43:32 UTC (rev 1088)
+++ pkg/pomp/tests/ou2-abc.Rout.save 2015-02-22 19:43:39 UTC (rev 1089)
@@ -82,10 +82,11 @@
> abc3 <- continue(abc3,Nabc=3000)
> plot(abc3)
>
-> sig <- matrix(c(0.01,0.005,0.005,0.01),
-+ 2,2,
-+ dimnames=list(c("alpha.1","alpha.2"),
-+ c("alpha.1","alpha.2")))
+> sig <- array(data=c(0.1,0.02,0,0.1),
++ dim=c(2,2),
++ dimnames=list(c("alpha.1","alpha.2"),
++ c("alpha.1","alpha.2")))
+> sig <- crossprod(sig)
>
> abc4 <- abc(probe(po,probes=probes.good,nsim=200),
+ Nabc=2000,
@@ -138,4 +139,4 @@
>
> proc.time()
user system elapsed
- 12.322 0.033 12.359
+ 11.422 0.073 11.497
Modified: pkg/pomp/tests/ou2-pmcmc.R
===================================================================
--- pkg/pomp/tests/ou2-pmcmc.R 2015-02-22 19:43:32 UTC (rev 1088)
+++ pkg/pomp/tests/ou2-pmcmc.R 2015-02-22 19:43:39 UTC (rev 1089)
@@ -80,5 +80,27 @@
plot(window(conv.rec(ff[2:3],c("alpha.3")),thin=3,start=2))
plot(conv.rec(ff[[3]],c("alpha.3")))
+sig <- array(data=c(0.1,-0.1,0,0.01),
+ dim=c(2,2),
+ dimnames=list(
+ c("alpha.2","alpha.3"),
+ c("alpha.2","alpha.3")))
+sig <- crossprod(sig)
+
+f7 <- pmcmc(
+ pomp(ou2,
+ dprior=function (params, log, ...) {
+ f <- sum(dnorm(params,mean=coef(ou2),sd=1,log=TRUE))
+ if (log) f else exp(f)
+ }
+ ),
+ Nmcmc=30,
+ proposal=mvn.rw(sig),
+ Np=100,
+ max.fail=100,
+ verbose=FALSE
+ )
+plot(f7)
+
dev.off()
Modified: pkg/pomp/tests/ou2-pmcmc.Rout.save
===================================================================
--- pkg/pomp/tests/ou2-pmcmc.Rout.save 2015-02-22 19:43:32 UTC (rev 1088)
+++ pkg/pomp/tests/ou2-pmcmc.Rout.save 2015-02-22 19:43:39 UTC (rev 1089)
@@ -109,6 +109,28 @@
> plot(window(conv.rec(ff[2:3],c("alpha.3")),thin=3,start=2))
> plot(conv.rec(ff[[3]],c("alpha.3")))
>
+> sig <- array(data=c(0.1,-0.1,0,0.01),
++ dim=c(2,2),
++ dimnames=list(
++ c("alpha.2","alpha.3"),
++ c("alpha.2","alpha.3")))
+> sig <- crossprod(sig)
+>
+> f7 <- pmcmc(
++ pomp(ou2,
++ dprior=function (params, log, ...) {
++ f <- sum(dnorm(params,mean=coef(ou2),sd=1,log=TRUE))
++ if (log) f else exp(f)
++ }
++ ),
++ Nmcmc=30,
++ proposal=mvn.rw(sig),
++ Np=100,
++ max.fail=100,
++ verbose=FALSE
++ )
+> plot(f7)
+>
> dev.off()
null device
1
@@ -116,4 +138,4 @@
>
> proc.time()
user system elapsed
- 28.001 0.048 28.080
+ 28.662 0.057 28.743
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