News blog

version available on github

12 June 2020

pomp version has been released: source code and binaries are available. This is a development release, anticipatory to the next CRAN version, which will be 3.1.

From this version, pomp requires at least version 4.0 of R.

New features

A new sequential importance sampling algorithm has been implemented as wpfilter. This is a generalization of the algorithm in pfilter in that it tracks the weights of the particles and allows the user to customize the resampling scheme. In particular, one can determine when resampling happens using the trigger option. One sets trigger to a positive number: when the effective sampling size is less than trigger * Np, resampling is triggered. Thus setting trigger = 0 forbids resampling, while setting trigger to any number ≥0 forces resampling at every observation a la pfilter.

One can also determine the weight distribution of the resampled particles using the target option. One sets target to a number in [0,1]. If target = α, say, and the weight of the i-th particle is wi, then it is resampled with weight wi1-α and, after resampling, carries weight wiα.

Thus, setting trigger = 1 and target = 0 reproduces the behavior of pfilter.

The new function wpfilter should be considered an alpha release: both the interface and the underlying algorithms may change at any time without notice. Please explore the function and give feedback via the pomp issues page.

For more information, see the help pages in the package manual.

version available on github

02 June 2020

pomp version has been released: source code and binaries are available. This is a development release, anticipatory to the next CRAN version, which will be 3.1.

Important Changes

version 2.8 released

11 April 2020

pomp version 2.8 has been released to CRAN and is on its way to a mirror near you.

Important Changes

Minor change

version available on github

04 April 2020

Version is now available on the pomp github repo. This release contains several minor revisions. Install it by doing, e.g., install.packages("pomp",repos="")

version available on github

27 March 2020

Version makes the first set of changes to the behavior of particle-filter-based algorithms promised in version 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.

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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.