1.1 How can I submit an effective request for help?

Before submitting a request, examine the error messages and try to figure out what they are telling you by reading the help pages and/or the package tutorials. Check to see if you are using the latest version of pomp: if not, check to see if the problem you have is solved by upgrading to the latest version. Read through the Frequently Asked Questions to see if the answer to your question is there.

If you still have a problem, then submit a request for help via the Issues page if possible or to Aaron King (kingaa at umich dot edu) if necessary. Include in your request—at a minimum—the code that you ran that produced the error, together with a transcript of the R session that gave the errors. Make sure to run sessionInfo() in your session, so that I can see what version of pomp you are using, what version of R, what kind of machine you have, etc. Better still, construct a minimal example that will reproduce the error: this allows for the most efficient solution of problems.

1.2 What’s the proper way to cite pomp?

To cite the package, please be so kind as to follow the instructions given by executing

citation("pomp")

in an R session.

If you use pomp in a publication, let us know! Send an email with the citation, and we’ll include it in the bibliography.

1.3 I have an error message that I don’t understand, and my question isn’t answered below. How can I get help?

The pomp developers have a goal of replacing all unhelpful error messages with helpful ones. Please help us while we help you! You can do this by submitting a help request via the package issues page. Display the error message you get and document how it arises. In doing so, please follow the instructions in FAQ 1.1 above.

2.2 Why do I get an error message about gfortran when I try to install pomp from source on my Mac?

Compilation of pomp requires a FORTRAN compiler, which has not been installed (or not installed properly) on your system. See the installation instructions.

3 Implementing POMP models.

3.1 How can I include a vector of variables in a C snippet?

A C snippet can make use of any feature of the C language. In particular, we can use pointers to give access to arrays. For example, consider the following, which implement a simple chain of random variables.

rSim <- Csnippet("
double *x = &X1;
int i, n = (int) N;
for (i = 0; i < n-1; i++) x[i] = x[i+1];
x[n-1] = rnorm(0,1);
")
rInit <- Csnippet("
double *x = &X1;
int i, n = (int) N;
for (i=0; i < n; i++) x[i] = 0.0;
")

The following simulates and plots using the above.

Yes, this is no problem. The data you supply to pomp can contain multiple variables. You simply refer to these variables by name in writing the rmeasure and dmeasure C snippets. The following example illustrates this for a multivariate Ornstein-Uhlenbeck process (as in pompExample("ou2")) with a slightly peculiar measurement model.

Missing data are a common complication. pomp can handle NAs in the data, but the measurement model probability density function, dmeasure, if it is needed, must be written so as to deal with NAs appropriately. For example, look at the following variant of the SIR model describing the influenza outbreak in a boarding school:

We create a pomp object implementing a simple SIR process model and a binomial measurement model, as in the original example. The only difference is in the dmeasure:

library(pomp)
sir_step <- Csnippet("
double dN_SI = rbinom(S,1-exp(-Beta*I/N*dt));
double dN_IR = rbinom(I,1-exp(-gamma*dt));
S -= dN_SI;
I += dN_SI - dN_IR;
R += dN_IR;
H += dN_IR;
")
sir_init <- Csnippet("
S = N-1;
I = 1;
R = 0;
H = 0;
")
rmeas <- Csnippet("B = rbinom(H,rho);")
dmeas <- Csnippet("if (ISNA(B)) {
lik = (give_log) ? 0 : 1;
} else {
lik = dbinom(B,H,rho,give_log);
}")
dat %>%
pomp(time="day",t0=0,
rprocess=euler.sim(sir_step,delta.t=1/12),
initializer=sir_init,
rmeasure=rmeas,
dmeasure=dmeas,
zeronames="H",
paramnames=c("Beta","gamma","N", "rho"),
statenames=c("S","I","R","H")
) -> sir_na

In the above, to check for missing data, we use the ISNA macro, which is part of R’s C API. Note that the dmeasure returns a likelihood of 1 (log likelihood 0) for the missing data. [What’s the probability of seeing something if you don’t look?] When there is an observation, it returns a binomial likelihood as usual.

Our simulations now fill in simulated values for the missing data,

In the above particle filter computation, notice that the effective sample size (ESS) is full, as it should be, when the missing data contribute no information.

3.4 I have t0 much less than t[1]. How do I deal with accumulator variables in this case?

As described in the documentation (?pomp), pomp allows you to define “accumulator variables” that collect events occurring between observations. The example above illustrates this.

In that example, we took t0 equal to the first observation time. Sometimes we want to take t0 to be much earlier. For example, if we wish to posit that the initial state of the unobserved Markov process is distributed at t0 according to its stationary distribution, one way to achieve this is to put t0 so early that simulations will equilibrate before the first observation is made.

This is straightforward, but the presence of accumulator variables leads to a small twist. Let’s look at the boarding-school flu example to illustrate.

library(pomp)
library(magrittr)
sir_step <- Csnippet("
double dN_SI = rbinom(S,1-exp(-Beta*I/N*dt));
double dN_IR = rbinom(I,1-exp(-gamma*dt));
S -= dN_SI;
I += dN_SI - dN_IR;
R += dN_IR;
H += dN_IR;
")
sir_init <- Csnippet("
S = N-1;
I = 1;
R = 0;
H = 0;
")
rmeas <- Csnippet("B = rbinom(H,rho);")
dmeas <- Csnippet("if (ISNA(B)) {
lik = (give_log) ? 0 : 1;
} else {
lik = dbinom(B,H,rho,give_log);
}")
read.csv(text="
day,B
1,3
2,8
3,28
4,76
5,222
6,293
7,257
8,237
9,192
10,126
11,70
12,28
13,12
14,5
") -> dat
dat %>%
pomp(time="day",t0=-8,
rprocess=euler.sim(sir_step,delta.t=1/12),
initializer=sir_init,
rmeasure=rmeas,
dmeasure=dmeas,
zeronames="H",
paramnames=c("Beta","gamma","N", "rho"),
statenames=c("S","I","R","H")
) -> bsflu

Note that, as above, we’ve allowed for the possibility of NAs in the data.

Now let’s look at the data and some simulations from the model.

The data plot looks fine, but what’s going on with the simulations? It’s easy to understand: we are assuming that there is one infectious host at t = t0 = -8 days. In most of the simulations, this leads to a number of new infections, which the H variable accumulates from t=-8 to t=1, the time of our first observation. But our first observation is not the number of new cases to have occurred in the last 9 days, but the number that occurred (and were reported) in the last 1 day.

We can fix this by introducing a fictitious “observation” at t=0, with missing data, i.e., by assuming we observed nothing at t=0:

The answer to this question depends on the nature of the data. The measurement model is as much a part of the model as the latent process model. Accordingly, the choice of the measurement model is governed by the same considerations: Which model fits the data best? Which model has the greater predictive power?

Nor is the choice of the measurement model without consequences for the choice of the latent process model. Despite the fact that one typically is much more interested in the latent process than in the measurement, if one does not pay careful attention to both, one risks making incorrect or suboptimal inference.

4 Error messages and warnings.

4.1 I see an error about dmeasure returning non-finite values. What does it mean?

A common error message is

Error : in ‘pfilter’: ‘dmeasure’ returns non-finite value

This error arises because your dmeasure function is giving a non-finite value of the likelihood. Common causes are:

negative or non-integer state variables when the dmeasure assumes non-negative or integer values,

missing data,

the dmeasure function or C snippet returning the log likelihood when the likelihood is requested, or vice versa.

lik has not been set properly. Note that, when the snippet is executed, lik will be undefined. In particular, you cannot assume that it has value 0.

See the help (?Csnippet) for information on how to properly write dmeasure C snippets. As of version 1.5.6.3, when this error occurs, the values of the likelihood, parameters, and states are printed. If this alone doesn’t make the underlying cause clear, explore the model behavior further. A useful way to do this is to put Rprintf statements in your dmeasure and rprocess C snippets to view the values of the data, state variables, and likelihoods. Issue #13 has an example.

Remember, dmeasure has to be able to return the likelihood—or the log likelihood—upon request!

4.2 Why can’t I run the demos, or other codes that use the C snippet facility?

If your system does not support R CMD SHLIB, you won’t be able to use C snippets. R compiles native codes (C and FORTRAN) into shared-object libraries using SHLIB. To check whether your R installation is configured to use SHLIB, run the following code snippet in an R session:

4.4 I get the error message ‘could not find symbol “recursive” in environment of the generic function’ when I use the c operator to concatenate certain kinds of pomp structures. How do I fix this?

This appears to arise from incompatibility between certain R installations and binary versions of the pomp package from CRAN. Try installing the latest version from the github site:

4.5 I get warnings about extrapolation in ‘table_lookup’. What is this about?

pomp incorporates time-varying covariates via a lookup table. Whenever your model needs the value of a covariate at a particular time, it uses the lookup table provided (via the covar and tcovar options of pomp), linearly interpolating if necessary. It can happen that the required computation depends on values of the covariates outside the time interval covered by the lookup table. When this happens, pomp does linear extrapolation, with a warning.

This can be a problem if the linear extrapolation is not accurate. To avoid this, be sure to give values for the covariates over a time interval that covers the full range of relevant times, i.e., t0 to the time of the last observation.

Note that the ODE integration algorithms underlying trajectory can sometimes evaluate the covariates beyond the last observation time. To avoid warnings (and the potential inaccuracy they signal) in this case, it may be necessary to supply values for the covariates somewhat beyond the final observation time.

5 Interpreting results

5.1 Is the likelihood mif gives me the same as the likelihood I get from pfilter?

No. As its name suggests, iterated filtering (IF) algorithms (those implemented in pomp as mif and mif2) work by iteratively performing particle filtering on a model, but that model is slightly different from the focal model. In particular, IF pertubs the parameters of the model by adding random noise to them. Actually, if one were to simulate from this model, the parameters would be taking random walks. This effectively smooths the likelihood surface, combats particle depletion, and—critically for IF—allows local exploration of the parameter space. The likelihood that mif and mif2 report is the estimated likelihood of this perturbed model. It can be either higher or lower than that of the focal model. Iterated filtering works by gradually reducing the magnitude of the perturbations with successive iterations (“cooling”), so that the perturbed model gradually becomes more similar to the focal model.

To compute the likelihood at a point returned by mif or mif2, it is necessary to re-run the particle filter. By doing the latter several times, one can obtain a more accurate estimate of the likelihood along with a measure of the associated uncertainty.

5.2 Why does the likelihood seem to be decreasing, not increasing, with mif2 iterations?

In Issue 27, @theresasophia asked this question. She provided codes for an estimation procedure based on mif2. The plot below illustrates what she found.