design: Design matrices for pomp calculations

In kidusasfaw/pomp: Statistical Inference for Partially Observed Markov Processes

Description

These functions are useful for generating designs for the exploration of parameter space. sobolDesign generate a Latin hypercube design based on the Sobol' low-discrepancy sequence. profileDesign generates a data-frame where each row can be used as the starting point for a profile likelihood calculation. sliceDesign generates points along slices through a specified point.

Usage

profileDesign(..., lower, upper, nprof,
  stringsAsFactors = default.stringsAsFactors())

sliceDesign(center, ...)

sobolDesign(lower = numeric(0), upper = numeric(0), nseq)

Arguments

...	In profileDesign, additional arguments specify the parameters over which to profile and the values of these parameters. In sliceDesign, additional numeric vector arguments specify the locations of points along the slices.
lower, upper	named numeric vectors giving the lower and upper bounds of the ranges, respectively.
nprof	The number of points per profile point.
stringsAsFactors	should character vectors be converted to factors?
center	center is a named numeric vector specifying the point through which the slice(s) is (are) to be taken.
nseq	Total number of points requested.

Details

The Sobol' sequence generation is performed using codes from the NLopt library by S. Johnson.

Value

sobolDesign

profileDesign returns a data frame with nprof points per profile point. The other parameters in vars are sampled using sobol.

Author(s)

Aaron A. King

References

W. H. Press, S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery, Numerical Recipes in C, Cambridge University Press, 1992

P. Bratley and B. L. Fox, Algorithm 659 Implementing Sobol's quasirandom sequence generator, ACM Trans. Math. Soft. 14, 88–100, 1988.

S. Joe and F. Y. Kuo, Remark on algorithm 659: Implementing Sobol's quasirandom sequence generator ACM Trans. Math. Soft 29, 49–57, 2003.

Steven G. Johnson, The NLopt nonlinear-optimization package, http://ab-initio.mit.edu/nlopt

Examples

## Sobol' low-discrepancy design
plot(sobolDesign(lower=c(a=0,b=100),upper=c(b=200,a=1),100))

## A one-parameter profile design:
x <- profileDesign(p=1:10,lower=c(a=0,b=0),upper=c(a=1,b=5),nprof=20)
dim(x)
plot(x)

## A two-parameter profile design:
x <- profileDesign(p=1:10,q=3:5,lower=c(a=0,b=0),upper=c(b=5,a=1),nprof=20)
dim(x)
plot(x)

## A single 11-point slice through the point c(A=3,B=8,C=0) along the B direction.
x <- sliceDesign(center=c(A=3,B=8,C=0),B=seq(0,10,by=1))
dim(x)
plot(x)

## Two slices through the same point along the A and C directions.
x <- sliceDesign(c(A=3,B=8,C=0),A=seq(0,5,by=1),C=seq(0,5,length=11))
dim(x)
plot(x)

kidusasfaw/pomp documentation built on May 20, 2019, 2:59 p.m.