The new development release, version 2.4.1.3, sets in motion an important change in the behavior of key pomp algorithms. All algorithms based on the particle filter—including pfilter, mif2, pmcmc, and bsmc2—are affected. Each of these algorithms has a tolerance, tol, which sets the minimum likelihood distinguishable from zero for the purposes of these methods. This parameter, the rationale for which has always been practical rather than theoretical, has been present since the earliest days of pomp, and there is little evidence for its usefulness. Worse, as we continue to tackle larger and more complicated problems with pomp, we are increasingly encountering situations where the default value of tol turns out to be inappropriately high. For these reasons, we have decided to dispense with it entirely.

Since this change will break some existing code, we will accomplish this in stages. In a forthcoming release, the new default is set to become zero and ultimately we anticipate a version that entirely removes the option to set a nonzero tolerance. Accordingly, as of 2.4.1.3, a warning is generated whenever tol is nonzero—including for the default value. To make this annoying warning go away, simply set tol = 0 in any of the affected algorithms: pfilter, mif2, pmcmc, or bsmc2. To reiterate: the default behavior of these algorithms continues unchanged as of this version, but warnings of forthcoming changes are generated. These are intended to give users time to adjust their pomp usage to tol = 0 before it becomes, first, the default and, ultimately, mandatory.

NSF
NCEAS
NIH

This software has been made possible by support from the U.S. National Science Foundation (Grants #EF-0545276, #EF-0430120), by the “Inference for Mechanistic Models” Working Group supported by the National Center for Ecological Analysis and Synthesis (a Center funded by N.S.F. (Grant #DEB-0553768), the University of California, Santa Barbara, and the State of California), and by the RAPIDD program of the Science & Technology Directorate, Department of Homeland Security and the Fogarty International Center, U.S. National Institutes of Health.