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
andabc
can now use arbitrary symmetric proposal distributions via theproposal
argument. In future, the requirement that proposals be symmetric should be relaxed. Two new functions,mvn.diag.rw
andmvn.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 bothabc
andpmcmc
. 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
andabc
, the argumentspars
andrw.sd
are now unneeded (see above) and have been deprecated. Use ofrw.sd
will generate a warning and result in behavior equivalent to choosingproposal=mvn.diag.rw(rw.sd)
. Use ofpars
will be ignored, with a warning. -
The unfortunately named
pomp
argumentsparameter.transform
andparameter.inv.transform
have been deprecated in favor of the more mnemonictoEstimationScale
andfromEstimationScale
. 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has been replaced by the more descriptivecooling.fraction.50
. Recall that this parameter specifies the fraction of random-walk remaining after 50 mif iterations. -
The
var.factor
argument tomif
now has the default value 1. Sincevar.factor
has long been a required parameter, this change is backward compatible. -
The
mif
argumentpars
, which is redundant, is now deprecated. In a future release, this argument will be removed. -
The long-deprecated
cooling.factor
option tomif
has now been removed. -
In
nlf
, thetransform.params
argument is now deprecated; use instead thetransform
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 withas.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 optionpomp.examples
. -
The new
values
method extracts simulated probe values onprobed.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
.