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pomp: statistical inference for partially-observed Markov processes

pomp version 0.65-1 is now available on CRAN and coming soon to a mirror near you.

This release contains many improvements. Highlights include:

• The documentation has been thoroughly revised. Most of the help pages have been rewritten. Of special interest is the help on writing Csnippets, which are now the preferred method of writing pomp objects. Additionally, there is a new “Getting Started with pomp” vignette, accessible on the package website [https://kingaa.github.io/pomp].

• A forthcoming Journal of Statistical Software article explains the package’s motivation and structure, details many of the inference algorithms currently implemented, and presents several examples of their use. An up-to-date version of this paper is available as a vignette, accessible via the package website.

• pmcmc and abc can now use arbitrary symmetric proposal distributions via the proposal argument. In future, the requirement that proposals be symmetric should be relaxed. Two new functions, mvn.diag.rw and mvn.rw, generate suitable proposal functions. The first generates a multivariate normal random-walk proposal with diagonal variance-covariance matrix; this duplicates the old behavior of both abc and pmcmc. The second, mvn.rw, corresponds to a multivariate normal random-walk proposal with arbitrary variance-covariance matrix. Using these as a template, the user can easily construct alternatives.

• In pmcmc and abc, the arguments pars and rw.sd are now unneeded (see above) and have been deprecated. Use of rw.sd will generate a warning and result in behavior equivalent to choosing proposal=mvn.diag.rw(rw.sd). Use of pars will be ignored, with a warning.

• The unfortunately named pomp arguments parameter.transform and parameter.inv.transform have been deprecated in favor of the more mnemonic toEstimationScale and fromEstimationScale. Using the old arguments will result in the same behavior as previously, but a warning will be generated.

• The mif option cooling.fraction has been replaced by the more descriptive cooling.fraction.50. Recall that this parameter specifies the fraction of random-walk remaining after 50 mif iterations.

• The var.factor argument to mif now has the default value 1. Since var.factor has long been a required parameter, this change is backward compatible.

• The mif argument pars, which is redundant, is now deprecated. In a future release, this argument will be removed.

• The long-deprecated cooling.factor option to mif has now been removed.

• In nlf, the transform.params argument is now deprecated; use instead the transform argument, as in the other inference methods.

• Compiler messages are now suppressed by default when Csnippets are used in construction of a pomp object. These can be enabled by setting options(verbose=TRUE).

• simulate has a new argument, include.data, that when used in conjuncion with as.data.frame=TRUE will include the actual data in the resulting data frame along with the simulations.

• The pompExample function has been revamped. A search path for example directories is now stored in global option pomp.examples.

• The new values method extracts simulated probe values on probed.pomp object.

• The pomp.h header file is now better documented through comments.

• A modified version of the Liu and West (2001) algorithm is included as bsmc2.

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