[Pomp-commits] r1205 - in pkg/pomp: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jun 15 19:29:43 CEST 2015
Author: kingaa
Date: 2015-06-15 19:29:43 +0200 (Mon, 15 Jun 2015)
New Revision: 1205
Modified:
pkg/pomp/DESCRIPTION
pkg/pomp/man/mif2.Rd
Log:
- fix up the mif2 documentation a bit more
Modified: pkg/pomp/DESCRIPTION
===================================================================
--- pkg/pomp/DESCRIPTION 2015-06-15 13:13:10 UTC (rev 1204)
+++ pkg/pomp/DESCRIPTION 2015-06-15 17:29:43 UTC (rev 1205)
@@ -1,8 +1,8 @@
Package: pomp
Type: Package
Title: Statistical Inference for Partially Observed Markov Processes
-Version: 0.67-2
-Date: 2015-06-12
+Version: 0.67-3
+Date: 2015-06-15
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")),
Modified: pkg/pomp/man/mif2.Rd
===================================================================
--- pkg/pomp/man/mif2.Rd 2015-06-15 13:13:10 UTC (rev 1204)
+++ pkg/pomp/man/mif2.Rd 2015-06-15 17:29:43 UTC (rev 1205)
@@ -64,7 +64,7 @@
the number of particles to use in filtering.
This may be specified as a single positive integer, in which case the same number of particles will be used at each timestep.
Alternatively, if one wishes the number of particles to vary across timestep, one may specify \code{Np} either as a vector of positive integers (of length \code{length(time(object))}) or as a function taking a positive integer argument.
- In the latter case, \code{Np(k)} must be a single positive integer, representing the number of particles to be used at the \code{k}-th timestep:
+ In the latter case, \code{Np(n)} must be a single positive integer, representing the number of particles to be used at the \code{n}-th timestep:
\code{Np(1)} is the number of particles to use going from \code{timezero(object)} to \code{time(object)[1]},
\code{Np(2)}, from \code{time(object)[1]} to \code{time(object)[2]},
and so on.
@@ -115,7 +115,7 @@
For example,
\preformatted{
rw.sd(a=0.05,
- b=rep(0.2,length(time)),
+ b=ifelse(0.2,time==time[1],0),
c=ivp(0.2),
d=ifelse(time==time[13],0.2,0),
e=ivp(0.2,lag=13),
@@ -124,7 +124,7 @@
Parameters \code{d} and \code{e}, by contrast, get perturbations of s.d. 0.2 only before the thirteenth observation.
Finally, parameter \code{f} gets a random perturbation of size 0.02 before every observation falling before \eqn{t=23}.
- On the \eqn{m}-th IF2 iteration, prior to time-point \eqn{k}, the \eqn{d}-th parameter is given a random increment normally distributed with mean \eqn{0} and standard deviation \eqn{c_{m,n} \sigma_{d,n}}{c[m,n] sigma[d,n]}, where \eqn{c} is the cooling schedule and \eqn{\sigma}{sigma} is specified using \code{rw.sd}, as described above.
+ On the \eqn{m}-th IF2 iteration, prior to time-point \eqn{n}, the \eqn{d}-th parameter is given a random increment normally distributed with mean \eqn{0} and standard deviation \eqn{c_{m,n} \sigma_{d,n}}{c[m,n] sigma[d,n]}, where \eqn{c} is the cooling schedule and \eqn{\sigma}{sigma} is specified using \code{rw.sd}, as described above.
Let \eqn{N} be the length of the time series and \eqn{\alpha=}{alpha=}\code{cooling.fraction.50}.
Then, when \code{cooling.type="geometric"}, we have
\deqn{c_{m,n}=\alpha^{\frac{n-1+(m-1)N}{50N}}.}{c[m,n]=alpha^((n-1+(m-1)N)/(50N)).}
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