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onestep takes one step
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‎DESCRIPTION

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Package: pomp
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Type: Package
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Title: Statistical Inference for Partially Observed Markov Processes
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Version: 5.9.0.0
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Date: 2024-06-02
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Version: 5.9.1.0
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Date: 2024-06-07
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Authors@R: c(person(given=c("Aaron","A."),family="King",role=c("aut","cre"),email="kingaa@umich.edu",comment=c(ORCID="0000-0001-6159-3207")),
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person(given=c("Edward","L."),family="Ionides",role="aut",comment=c(ORCID="0000-0002-4190-0174")) ,
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person(given="Carles",family="Bretó",role="aut",comment=c(ORCID="0000-0003-4695-4902")),

‎R/rprocess_spec.R

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##' They differ as to how this is done.
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##' Specifically,
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##' \enumerate{
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##' \item \code{onestep} takes a single step to go from any given time \code{t1} to any later time \code{t2} (\code{t1 < t2}).
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##' \item \code{onestep} takes a single step to go from any given time \code{t1} to any later time \code{t2} (\code{t1 <= t2}).
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##' Thus, this plug-in is designed for use in situations where a closed-form solution to the process exists.
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##' \item To go from \code{t1} to \code{t2}, \code{euler} takes \code{n} steps of equal size, where
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##' \preformatted{

‎inst/NEWS

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_N_e_w_s _f_o_r _p_a_c_k_a_g_e '_p_o_m_p'
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_C_h_a_n_g_e_s _i_n '_p_o_m_p' _v_e_r_s_i_o_n _5._9._1:
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• The rprocess plugin ‘onestep’ now always takes exactly one
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step to get from one observation time to the next, even when
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the interval between them is zero. That is, if ‘P’ is a
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‘pomp’ object with an rprocess built using
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‘rprocess=onestep(f)’, ‘t0=timezero(P)’, and ‘t=time(P)’,
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then ‘f’ will be called exactly once for the interval
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(‘t0’,‘t[1]’) and once for each of the intervals
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(‘t[i-1]’,‘t[i]’), ‘i=2,...,length(t)’.
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_C_h_a_n_g_e_s _i_n '_p_o_m_p' _v_e_r_s_i_o_n _5._8._4:
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• To add additional elements for use by the basic model

‎inst/NEWS.Rd

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\name{NEWS}
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\title{News for package `pomp'}
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\section{Changes in \pkg{pomp} version 5.9.1}{
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\itemize{
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\item The rprocess plugin \code{onestep} now always takes exactly one step to get from one observation time to the next, even when the interval between them is zero.
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That is, if \code{P} is a \sQuote{pomp} object with an rprocess built using \code{rprocess=onestep(f)}, \code{t0=timezero(P)}, and \code{t=time(P)}, then \code{f} will be called exactly once for the interval (\code{t0},\code{t[1]}) and once for each of the intervals (\code{t[i-1]},\code{t[i]}), \code{i=2,...,length(t)}.
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}
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}
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\section{Changes in \pkg{pomp} version 5.8.4}{
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\itemize{
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\item To add additional elements for use by the basic model components (i.e., \dQuote{userdata}), the \code{userdata} argument should now be used.

‎man/rprocess_spec.Rd

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‎src/euler.c

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switch (method) {
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case onestep: default: // one step
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dt = time[step]-t;
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nstep = (dt > 0) ? 1 : 0;
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nstep = 1;
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break;
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case discrete: // fixed step
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dt = deltat;

‎src/rprocess.c

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@@ -111,7 +111,7 @@ SEXP do_rprocess (SEXP object, SEXP xstart, SEXP tstart, SEXP times, SEXP params
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double deltat = 1.0;
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PROTECT(fn = GET_SLOT(rproc,install("step.fn")));
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PROTECT(X = euler_simulator(fn,xstart,tstart,times,params,deltat,type,
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accumvars,covar,args,gnsi));
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accumvars,covar,args,gnsi));
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nprotect += 2;
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}
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break;
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PROTECT(fn = GET_SLOT(rproc,install("step.fn")));
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deltat = *(REAL(AS_NUMERIC(GET_SLOT(rproc,install("delta.t")))));
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PROTECT(X = euler_simulator(fn,xstart,tstart,times,params,deltat,type,
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accumvars,covar,args,gnsi));
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accumvars,covar,args,gnsi));
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nprotect += 2;
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}
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break;

‎tests/steps-01.png

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‎tests/steps-02.png

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‎tests/steps.R

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options(digits=3)
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library(pomp)
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suppressPackageStartupMessages({
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library(tidyr)
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library(dplyr)
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})
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library(pomp)
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tm <- freeze(sort(runif(n=20,max=50)),seed=1930502785L)
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simulate(
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as.numeric(states(sm,"steps"))
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)
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)
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simulate(
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t0=0,
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times=c(0,0,0,1,3,3,7),
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rinit=\(t0,...)c(x=t0,n=0),
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rprocess=onestep(\(t,x,n,delta.t,...) c(x=t+delta.t,n=n+1)),
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rmeasure=\(x,n,...) c(y1=x,y2=n),
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dmeasure=\(...,log) if (log) 0 else 1
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) -> s1
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simulate(
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t0=0,
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times=c(0,0,0,1,3,3,7),
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rinit=Csnippet("x=t; n=0;"),
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rprocess=onestep(Csnippet("x=t+dt; n=n+1;")),
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rmeasure=Csnippet("y1 = x; y2 = n;"),
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dmeasure=Csnippet("lik = (give_log) ? 0 : 1;"),
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statenames=c("x","n"),
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obsnames=c("y1","y2")
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) -> s2
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s1 |>
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as.data.frame() |>
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with(
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stopifnot(
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time==x,
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n==seq_along(time)
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)
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)
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s2 |>
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pfilter(Np=1,save.states=TRUE) |>
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saved_states(format="list") |>
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melt() |>
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pivot_wider() |>
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mutate(time=time(s2)[.L1]) |>
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with(
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stopifnot(
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time==x,
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n==seq_along(time)
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)
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)

‎tests/steps.Rout.save

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> options(digits=3)
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>
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> library(pomp)
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> suppressPackageStartupMessages({
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+ library(tidyr)
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+ library(dplyr)
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+ })
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> library(pomp)
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>
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> tm <- freeze(sort(runif(n=20,max=50)),seed=1930502785L)
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> simulate(
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+ )
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+ )
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>
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> simulate(
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+ t0=0,
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+ times=c(0,0,0,1,3,3,7),
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+ rinit=\(t0,...)c(x=t0,n=0),
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+ rprocess=onestep(\(t,x,n,delta.t,...) c(x=t+delta.t,n=n+1)),
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+ rmeasure=\(x,n,...) c(y1=x,y2=n),
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+ dmeasure=\(...,log) if (log) 0 else 1
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+ ) -> s1
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>
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> simulate(
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+ t0=0,
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+ times=c(0,0,0,1,3,3,7),
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+ rinit=Csnippet("x=t; n=0;"),
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+ rprocess=onestep(Csnippet("x=t+dt; n=n+1;")),
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+ rmeasure=Csnippet("y1 = x; y2 = n;"),
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+ dmeasure=Csnippet("lik = (give_log) ? 0 : 1;"),
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+ statenames=c("x","n"),
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+ obsnames=c("y1","y2")
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+ ) -> s2
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>
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> s1 |>
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+ as.data.frame() |>
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+ with(
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+ stopifnot(
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+ time==x,
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+ n==seq_along(time)
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+ )
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+ )
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>
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> s2 |>
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+ pfilter(Np=1,save.states=TRUE) |>
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+ saved_states(format="list") |>
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+ melt() |>
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+ pivot_wider() |>
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+ mutate(time=time(s2)[.L1]) |>
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+ with(
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+ stopifnot(
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+ time==x,
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+ n==seq_along(time)
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+ )
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+ )
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>

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