tests/probe_match.R

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

options(digits=3)
png(filename="probe_match-%02d.png",res=100)

library(pomp)

gompertz() -> po
po |> as.data.frame() |> subset(select=-X) -> dat

plist <- list(
  mean=probe_mean("Y",trim=0.1,transform=sqrt),
  sd=probe_sd("Y",transform=sqrt),
  probe_marginal("Y",ref=obs(po)),
  probe_acf("Y",lags=c(1,3,5),type="correlation",transform=sqrt),
  probe_quantile("Y",prob=c(0.25,0.75),na.rm=TRUE)
)

try(dat |> probe_objfun())
try(dat |> probe_objfun(times="time",t0=0))

dat |>
  probe_objfun(
    times="time",t0=0,
    rinit=po@rinit,
    rprocess=po@rprocess,
    rmeasure=po@rmeasure,
    probes=plist,
    params=coef(po),
    nsim=100,
    seed=5069977
  ) -> f

plot(f)

try(as(f,"pomp") <- po)

f()
stopifnot(f(0)==f(1))
stopifnot(logLik(f)==-f(0))

f |> probe_objfun(est=c("K"),seed=580656309) -> f1
plot(sapply(seq(0.8,1.6,by=0.1),f1))

f1(1.1)
library(subplex)
subplex(fn=f1,par=0.4,control=list(reltol=1e-3)) -> out
f1(out$par)

try(probe_objfun())
try(probe_objfun("bob"))

try(probe_objfun(f,est="harry"))

f1 |> as("probed_pomp") |> plot()

f1 |> summary() |> names()

f1 |> plot()

pompLoad(f1)
f1 |> probe() |> plot()
pompUnload(f1)

f1 |> as_pomp() |> as.data.frame() |> names()

f1 |> probe_objfun(fail.value=1e10) -> f2

f1 |> spect(kernel.width=3,nsim=100,seed=748682047) |> plot()

f1 |> as("pomp")
f1 |> as("data.frame") |> names()

po |> probe_objfun(nsim=100,probes=function(x)1,fail.value=1e9) -> f2
logLik(f2)
f2(1)

ricker() |>
  probe_objfun(
    nsim=1000,
    probes=list(
      mean=probe_mean("y",trim=0.1,transform=sqrt),
      sd=probe_sd("y",transform=sqrt),
      probe_quantile("y",prob=c(0.25,0.75),na.rm=TRUE)
    ),
    seed=501991903
  ) -> f

pompUnload(f)
## f() # would result in segfault
pompLoad(f)
stopifnot(all.equal(round(f(),4),2.7242))

dev.off()