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pomp: statistical inference for partially-observed Markov processes

pomp version 5.3 has been released to CRAN and is making its way to a mirror near you.

This release contains a number of feature enhancements and a few bug fixes.

Feature enhancements

• This version adds the new basic component dinit for evaluating the probability density function of the initial-state distribution. There is a corresponding workhorse function, dinit().

• The constructor pomp now takes the optional argument nstatevars, which can be used to increase the dimension of the latent state-vectors created by rinit. By default, nstatevars = length(statenames), and nstatevars can only be used to increase, not to decrease, the dimension of the latent state process. Moreover, nstatevars has no effect if the rinit basic component is furnished as an R function.

• The data frames returned by cond_logLik and eff_sample_size when format="data.frame" have been improved. In particular, they contain (as variable time) the times (rather than the index of the time vector as before).

• The new option on_load allows one to specify a C snippet that will be executed at the time the C snippet library is loaded.

• This release includes some cosmetic changes to the report generated by spy.

• The manual pages have been reorganized, with improved cross-linking.

• reulermultinom now returns NA rather than NaN, in keeping with the behavior of rbinom. Thanks to John Drake for calling attention to this issue.

Internal changes

• Internally, the userdata are made available via calls to pompLoad rather than within each call to a pomp workhorse.

• Name checking on internally-created vectors and arrays is less strict than previously. In particular, it is possible to have variables without names (i.e., "").

Bug fixes

• A bug in filter_traj etc. arising when not all state variables have names was fixed.

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