News blog
Phasing out the particle filter tolerance parameter
25 January 2020
The new development release, version 2.4.1.3, sets in motion an important change in the behavior of key pomp algorithms.
All algorithms based on the particle filter—including pfilter, mif2, pmcmc, and bsmc2—are affected.
Each of these algorithms has a tolerance, tol, which sets the minimum likelihood distinguishable from zero for the purposes of these methods.
This parameter, the rationale for which has always been practical rather than theoretical, has been present since the earliest days of pomp, and there is little evidence for its usefulness.
Worse, as we continue to tackle larger and more complicated problems with pomp, we are increasingly encountering situations where the default value of tol turns out to be inappropriately high.
For these reasons, we have decided to dispense with it entirely.
Since this change will break some existing code, we will accomplish this in stages.
In a forthcoming release, the new default is set to become zero and ultimately we anticipate a version that entirely removes the option to set a nonzero tolerance.
Accordingly, as of 2.4.1.3, a warning is generated whenever tol is nonzero—including for the default value.
To make this annoying warning go away, simply set tol = 0 in any of the affected algorithms: pfilter, mif2, pmcmc, or bsmc2.
To reiterate: the default behavior of these algorithms continues unchanged as of this version, but warnings of forthcoming changes are generated.
These are intended to give users time to adjust their pomp usage to tol = 0 before it becomes, first, the default and, ultimately, mandatory.
version 2.4 released
10 October 2019
pomp version 2.4 has been released to CRAN and is on its way to a mirror near you.
In this release, the source codes underlying specification of basic model components via R functions has been reworked to remove reliance on deep PROTECT stacks.
No changes will be visible to the user.
Thanks to Thomas Kalibera for showing the way!
Additionally, a bug in the documentation for filter.traj, pointed out by Pierre Jacob, has been fixed.
version 2.3 released
05 September 2019
pomp version 2.3 has been released to CRAN and is on its way to a mirror near you. This release, makes changes to the documentation of the C API. It is now described and explained in the new C API vignette.
In addition, the new global option pomp_cdir allows one to select the directory in which all C snippet files produced during a session will be written.
new document defining the pomp C API
27 July 2019
pomp provides C entry points to a number of facilities for model specification. The new C API document describes these.
In particular, pomp provides C-level access to several different probability distributions of use in modeling, facilities for working with splines, and parameter transformations.
The final section of the document describes the prototypes for the basic model components. Users wishing to write libraries to hold basic model components must furnish functions of these prototypes that perform the basic model component computations.
pomp version 2.2 released to CRAN
24 June 2019
pomp version 2.2 has been released to CRAN and is on its way to a mirror near you.
This release adds one new feature: it is now possible to create diagnostic plots by calling plot directly on the objective functions created by probe_objfun and spect_objfun.
In addition, a small but annoying bug in profileDesign, when the new option type="runif" is used, has been fixed.
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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. |