pmcmc methods

.Rprofile

@@ -1,7 +1,7 @@
 options(
   help_type="html",
   repos=c(
-    CRAN="https://repo.miserver.it.umich.edu/cran/",
+    CRAN="https://cloud.r-project.org/",
     kingaa="https://kingaa.github.io"
   ),
   useFancyQuotes=FALSE,

DESCRIPTION

@@ -1,14 +1,14 @@
 Package: circumstance
 Type: Package
 Title: pomp parallelized
-Version: 0.0.7.0
-Date: 2023-04-14
+Version: 0.0.8.0
+Date: 2023-04-17
 Maintainer: Aaron A. King <kingaa@umich.edu>
 Description: Helper functions for parallelizing pomp computations.
 Authors@R: c(person(given=c("Aaron","A."),family="King",
 		role=c("aut","cre"),email="kingaa@umich.edu"))
 URL: https://kingaa.github.io/circumstance/
-Depends: R(>= 4.1.0), pomp(>= 4.6.4)
+Depends: R(>= 4.1.0), pomp(>= 5.1)
 Imports: methods, foreach, grid, grDevices, graphics, utils
 Suggests: doFuture, doRNG, dplyr, tidyr, ggplot2
 Remotes: kingaa/pomp
@@ -25,3 +25,4 @@ Collate:
     'pfilter.R'
     'mif2.R'
     'plot_matrix.R'
+    'pmcmc.R'

NAMESPACE

@@ -8,6 +8,7 @@ export(plot_matrix)
 exportMethods(continue)
 exportMethods(mif2)
 exportMethods(pfilter)
+exportMethods(pmcmc)
 import(methods)
 importFrom(foreach,"%dopar%")
 importFrom(foreach,foreach)
@@ -35,5 +36,6 @@ importFrom(grid,xaxisGrob)
 importFrom(grid,yaxisGrob)
 importFrom(pomp,mif2)
 importFrom(pomp,pfilter)
+importFrom(pomp,pmcmc)
 importFrom(utils,globalVariables)
 importFrom(utils,head)

R/mif2.R

@@ -48,7 +48,9 @@ setMethod(
 setMethod(
   "mif2",
   signature=signature(data = "ANY", starts = "missing"),
-  definition = pomp::mif2
+  definition = function (data, ...) {
+    pomp::mif2(data,...)
+  }
 )
 
 ##' @rdname mif2

R/pfilter.R

@@ -45,7 +45,9 @@ setMethod(
 setMethod(
   "pfilter",
   signature=signature(data = "ANY", Nrep = "missing"),
-  definition = pomp::pfilter
+  definition = function (data, ...) {
+    pomp::pfilter(data,...)
+  }
 )
 
 ##' @rdname pfilter

R/pmcmc.R

@@ -0,0 +1,108 @@
+##' Particle Markov chain Monte Carlo in parallel
+##'
+##' Runs multiple instances of \code{pmcmc} using \code{foreach}.
+##'
+##' @name pmcmc
+##' @rdname pmcmc
+##' @importFrom pomp pmcmc
+##' @importFrom foreach foreach %dopar%
+##' @include pfilter.R mif2.R
+##'
+##' @param data passed to \code{\link[pomp:pmcmc]{pomp::pmcmc}}
+##' @param starts data frame containing parameters at which to begin iterated filtering
+##' @param ... all additional arguments are passed to \code{\link[pomp:pmcmc]{pomp::pmcmc}}
+##'
+##' @seealso \code{\link[pomp:pmcmc]{pomp::pmcmc}}.
+##'
+NULL
+
+setGeneric(
+  "pmcmc",
+  function (data, starts, ...)
+    standardGeneric("pmcmc")
+)
+
+##' @rdname pmcmc
+##' @export
+setMethod(
+  "pmcmc",
+  signature=signature(data = "ANY", starts = "data.frame"),
+  definition = function (data, starts, ...) {
+    foreach (iter_i=seq_len(nrow(starts)),.combine=c) %dopar% {
+      pomp::pmcmc(data,params=starts[iter_i,],...)
+    } -> res
+    names(res) <- row.names(starts)
+    attr(res,"doPar") <- get_doPar_info()
+    res
+  }
+)
+
+##' @rdname pmcmc
+##' @export
+setMethod(
+  "pmcmc",
+  signature=signature(data = "ANY", starts = "missing"),
+  definition = function (data, ...) {
+    pomp::pmcmc(data,...)
+  }
+)
+
+##' @rdname pmcmc
+##' @export
+setMethod(
+  "pmcmc",
+  signature=signature(data = "pompList", starts = "missing"),
+  definition = function (data, ...) {
+    foreach (iter_i=seq_along(data),.combine=c) %dopar% {
+      pomp::pmcmc(data[[iter_i]],...)
+    } -> res
+    names(res) <- names(data)
+    attr(res,"doPar") <- get_doPar_info()
+    res
+  }
+)
+
+##' @rdname pmcmc
+##' @export
+setMethod(
+  "pmcmc",
+  signature=signature(data = "pfilterList", starts = "missing"),
+  definition = function (data, ...) {
+    foreach (iter_i=seq_along(data),.combine=c) %dopar% {
+      pomp::pmcmc(data[[iter_i]],...)
+    } -> res
+    names(res) <- names(data)
+    attr(res,"doPar") <- get_doPar_info()
+    res
+  }
+)
+
+##' @rdname pmcmc
+##' @export
+setMethod(
+  "pmcmc",
+  signature=signature(data = "pmcmcList", starts = "missing"),
+  definition = function (data, ...) {
+    foreach (iter_i=seq_along(data),.combine=c) %dopar% {
+      pomp::pmcmc(data[[iter_i]],...)
+    } -> res
+    names(res) <- names(data)
+    attr(res,"doPar") <- get_doPar_info()
+    res
+  }
+)
+
+##' @rdname continue
+##' @export
+setMethod(
+  "continue",
+  signature=signature(object = "pmcmcList"),
+  definition = function (object, ...) {
+    foreach (iter_i=seq_along(object),.combine=c) %dopar% {
+      pomp::continue(object[[iter_i]],...)
+    } -> res
+    names(res) <- names(object)
+    attr(res,"doPar") <- get_doPar_info()
+    res
+  }
+)

inst/NEWS

@@ -1,8 +1,14 @@
 _N_e_w_s _f_o_r _p_a_c_k_a_g_e '_c_i_r_c_u_m_s_t_a_n_c_e'
 
-_C_h_a_n_g_e_s _i_n '_c_i_r_c_u_m_s_t_a_n_c_e' _v_e_r_s_i_o_n _0._0._6:
+_C_h_a_n_g_e_s _i_n '_c_i_r_c_u_m_s_t_a_n_c_e' _v_e_r_s_i_o_n _0._0._8:
 
-        • New ‘plot_matrix’ method for making scatterplot matrices.
+        • New parallel ‘pmcmc’ methods for parallel particle Markov
+          chain Monte Carlo.
+
+_C_h_a_n_g_e_s _i_n '_c_i_r_c_u_m_s_t_a_n_c_e' _v_e_r_s_i_o_n _0._0._7:
+
+        • Information on parallel backend is now stored as an attribute
+          of returned objects.
 
 _C_h_a_n_g_e_s _i_n '_c_i_r_c_u_m_s_t_a_n_c_e' _v_e_r_s_i_o_n _0._0._5:
 

inst/NEWS.Rd

@@ -1,8 +1,13 @@
 \name{NEWS}
 \title{News for package `circumstance'}
-\section{Changes in \pkg{circumstance} version 0.0.6}{
+\section{Changes in \pkg{circumstance} version 0.0.8}{
   \itemize{
-    \item New \code{plot_matrix} method for making scatterplot matrices.
+    \item New parallel \code{pmcmc} methods for parallel particle Markov chain Monte Carlo.
+  }
+}
+\section{Changes in \pkg{circumstance} version 0.0.7}{
+  \itemize{
+    \item Information on parallel backend is now stored as an attribute of returned objects.
   }
 }
 \section{Changes in \pkg{circumstance} version 0.0.5}{

tests/mif2.R

@@ -44,6 +44,8 @@ mfs |>
 
 mfs |> logLik()
 
+mfs[[1]] |> mif2()
+
 mfs |>
   continue(Nmif=5) |>
   traces(pars=c("alpha_1","alpha_3","loglik")) |>

tests/mif2.Rout.save

@@ -37,7 +37,7 @@ Attaching package: ‘circumstance’
 
 The following objects are masked from ‘package:pomp’:
 
-    continue, mif2, pfilter
+    continue, mif2, pfilter, pmcmc
 
 > library(tidyr)
 > library(dplyr)
@@ -104,6 +104,9 @@ Removed 3 rows containing missing values (`geom_line()`).
    1    2    3 
 -480 -483 -477 
 > 
+> mfs[[1]] |> mif2()
+<object of class ‘mif2d_pomp’>
+> 
 > mfs |>
 +   continue(Nmif=5) |>
 +   traces(pars=c("alpha_1","alpha_3","loglik")) |>
@@ -121,12 +124,12 @@ Removed 3 rows containing missing values (`geom_line()`).
 +   as.data.frame() |>
 +   head()
   .L1 time    y1    y2   ess cond.logLik
-1   1    1 -4.05 4.781  96.0       -4.19
-2   1    2  1.83 6.273  58.8       -4.69
-3   1    3 -1.32 7.556  36.5       -5.38
-4   1    4  6.64 5.730  30.4       -5.35
-5   1    5  6.58 1.561 121.1       -3.86
-6   1    6  7.54 0.176  80.8       -4.27
+1   1    1 -4.05 4.781  81.1       -4.27
+2   1    2  1.83 6.273  82.8       -4.26
+3   1    3 -1.32 7.556  30.3       -5.31
+4   1    4  6.64 5.730  36.7       -5.25
+5   1    5  6.58 1.561 108.6       -3.99
+6   1    6  7.54 0.176  70.4       -4.53
 > 
 > mfs |>
 +   lapply(as_pomp) |>

tests/pfilter.Rout.save

@@ -37,7 +37,7 @@ Attaching package: ‘circumstance’
 
 The following objects are masked from ‘package:pomp’:
 
-    continue, mif2, pfilter
+    continue, mif2, pfilter, pmcmc
 
 > library(tidyr)
 > library(dplyr)

tests/plot_matrix.Rout.save

@@ -7,6 +7,8 @@ R is free software and comes with ABSOLUTELY NO WARRANTY.
 You are welcome to redistribute it under certain conditions.
 Type 'license()' or 'licence()' for distribution details.
 
+  Natural language support but running in an English locale
+
 R is a collaborative project with many contributors.
 Type 'contributors()' for more information and
 'citation()' on how to cite R or R packages in publications.
@@ -43,7 +45,7 @@ Attaching package: ‘circumstance’
 
 The following objects are masked from ‘package:pomp’:
 
-    continue, mif2, pfilter
+    continue, mif2, pfilter, pmcmc
 
 > 
 > png(filename="plot_matrix-%01d.png",res=100)