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pomp: statistical inference for
partially-observed Markov processes

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version 3.2 released

04 December 2020

pomp version 3.2 has been released to CRAN and will be available soon at a mirror near you. This release contains relatively minor improvements, primarily to the documentation.

The only significant user-visible changes concern the functions profileDesign, sliceDesign, runifDesign, and sobolDesign, which have been deprecated and will be removed in a future release. They are replaced by profile_design, slice_design, runif_design, and sobol_design, respectively.

In addition, the behavior of profile_design has changed. Previously, the same random (type="runif") or sub-random (type="sobol") sequence was used for all non-profile parameters. The new behavior is that, for each profile slice, a distinct set of points is generated.

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documentation improvements in version 3.1.1.7

05 August 2020

pomp development version 3.1.1.7 has just been released on the package github site. It contains a number of improvements to the package help pages. These are also available online (as the package manual).

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version 3.1.1.1 released

19 July 2020

pomp development version 3.1.1.1 has just been released on the package github site. This release introduces the profile_design function, which is intended to replace profileDesign. The so-called profile design consists of a series of slices through a parameter space perpendicular to one or more coordinate axes. The old behavior was to generate a single set of points in one of these slices (randomly according to a uniform distribution when type="runif" and according to a sub-random (Sobol’) sequence when type="sobol") and then copy these points across all slices. Thus, in a projection perpendicular to the slices, all nprof generated points would lie atop one another. The new behavior is to generate the points in each slice independently. Thus, a projection perpendicular to the slices will display n*nprof points, where n is the number of slices.

For stylistic reasons, the other design functions, sliceDesign, runifDesign, and sobolDesign have been replaced by slice_design, runif_design, and sobol_design, respectively.

The older functions remain in place, but are deprecated and will be removed in a future release.

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volunteer needed

09 July 2020

I’m looking for a volunteer who can maintain the pomp installation instructions for Mac users. Personally, I work pretty much exclusively on linux machines. I think I’m more or less able to keep up with the Windows installation instructions, but with respect to the Mac, I’m not keeping up. It seems I turned around and several things changed at once.

If there’s a Mac user out there, a veteran installer of pomp, who can edit/augment the Mac installation instructions on an ongoing basis, to keep up with advice from the R core team, probably including revising or replacing the gfortran installation instructions, it would a great service to the pomp community!

Please contact me if you’re interested.

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version 3.1 released

05 July 2020

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. When Np is supplied as a function, Np(0) is the requested number of particles at the beginning of the time series, i.e., time t0. The previous behavior was that Np(1) specified the requested number of particles at time t0. This behavior now matches that of the other particle filtering algorithms, pfilter, wpfilter, bsmc2, and pmcmc.

• bsmc2 can now accept a variable number of particles, as do the other particle-filter based algorithms pfilter, wpfilter, pmcmc, and mif2.

• As promised from version 2.4.1, the tol and max.fail arguments have been removed completely from all particle-filtering algorithms, including pfilter, pmcmc, bsmc2, and mif2. See the the earlier blog post for more information.

• All instances of cond.loglik have been changed to cond.logLik, to remove a common source of typographical error. For the time being, the cond.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, and values 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 in pfilter 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.

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