pomp version 3.1 has just been released to CRAN and is on its way to a mirror near you. From this version pomp now requires at least version 4 of R.
Significant user-visible changes
-
In
mif2
, the specification of particle numbers,Np
, has changed. WhenNp
is supplied as a function,Np(0)
is the requested number of particles at the beginning of the time series, i.e., timet0
. The previous behavior was thatNp(1)
specified the requested number of particles at timet0
. This behavior now matches that of the other particle filtering algorithms,pfilter
,wpfilter
,bsmc2
, andpmcmc
. -
bsmc2
can now accept a variable number of particles, as do the other particle-filter based algorithmspfilter
,wpfilter
,pmcmc
, andmif2
. -
As promised from version 2.4.1, the
tol
andmax.fail
arguments have been removed completely from all particle-filtering algorithms, includingpfilter
,pmcmc
,bsmc2
, andmif2
. See the the earlier blog post for more information. -
All instances of
cond.loglik
have been changed tocond.logLik
, to remove a common source of typographical error. For the time being, thecond.loglik
method will continue to be available, though deprecated. -
The long-deprecated functions
onestep.dens
,onestep.sim
,discrete.time.sim
,euler.sim
,gillespie.sim
,gillespie.hl.sim
,conv.rec
, andvalues
have been removed. These have been replaced as follows:
Old function | Replacement | |
---|---|---|
onestep.dens |
direct specification of dprocess component | |
onestep.sim |
onestep |
|
discrete.time.sim |
discrete_time |
|
euler.sim |
euler |
|
gillespie.sim |
gillespie |
|
gillespie.hl.sim |
gillespie_hl |
|
conv.rec |
traces |
|
values |
as.data.frame or as(x,"data.frame") |
New features
-
A new sequential importance sampling algorithm has been implemented as
wpfilter
. This is a generalization of the algorithm inpfilter
in that it tracks the weights of the particles and allows the user to customize the resampling scheme. This should be considered to be in alpha stage: changes to the interface and the underlying algorithm may come without warning. Please give it a whirl and let me know what you think via the pomp issues page. -
A new
saved.states
method allows one to extract the saved states from a particle filter computation.
Under the hood
- The internal
systematic_resample
function now allows the user to specify the number of samples desired. Previously, these always had to be equal to the number of weights supplied.