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pomp: statistical inference for partially-observed Markov processes

pomp version 1.5 is now available on CRAN.

User-visible changes

• A better interface for specifying a model’s deterministic skeleton is provided. In the pomp function, specify skeleton=map(f,delta.t) for a discrete-time skeleton (a map) and skeleton=vectorfield(f) for a continuous-time skeleton (a vectorfield). The old arguments skeleton.type and skelmap.delta.t are deprecated and will be removed in a future release, at which point the new interface will be mandatory.
• The method="mif2" option to mif has been removed. Use mif2 instead.
• The particles method (rarely if ever used), has been removed to streamline the mif codes.
• mif2 no longer computes filter means of parameters or state variables.
• The minimum version of \R supported is now 3.1.2.

New features

• The new argument show of pompExamples allows one to display the example code instead of executing it.
• init.state now has the optional argument nsim. Using this, one can request multiple initial state vectors per parameter vector.

Documentation improvements

• The pfilter help page has been improved. Specifically, the discussion of filtering failures is more explicit and easier to find.

Bug fixes

• A bug associated with the rw.sd argument to mif2 on Windows platforms has been fixed.

Under the hood

• pfilter now uses less memory when it is asked to run at a single point in parameter space.
• The particle filtering algorithms underlying mif and mif2 have now been completely separated from those underlying pfilter, a considerable simplification of the codes.

Please see the package NEWS for more details.

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