Version 2.7.1.0 makes the first set of changes to the behavior of particle-filter-based algorithms promised in version 2.4.1.0. In particular, the default value of the tol parameter is now set to zero. This affects the pfilter, mif2, pmcmc, and bsmc2 functions.

See the earlier blog post for more information.

If you haven’t changed your workflow to use tol=0, as prompted by the warnings from versions 2.4.1 on, this change may break some of your existing code. To recover previous behavior, set tol to a positive value (the old default was 10-17). It is a good idea at this stage, however, to modify your workflows by setting tol=0 or, better still, leaving tol at the default value, since the tol argument will go away soon.

In a forthcoming release, the option to set a nonzero tolerance will be removed entirely.


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.