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.