Description Usage Arguments Details See Also
Equipping models with parameter transformations.
1 2 3 4 5 6 7 8 9 10 11 12 | ## S4 method for signature 'Csnippet,Csnippet'
parameter_trans(toEst, fromEst, ..., log,
logit, barycentric)
## S4 method for signature 'missing,missing'
parameter_trans(..., log, logit, barycentric)
## S4 method for signature 'character,character'
parameter_trans(toEst, fromEst, ...)
## S4 method for signature ''function','function''
parameter_trans(toEst, fromEst, ...)
|
toEst, fromEst |
procedures that perform transformation of model parameters to and from the estimation scale, respectively. These can be furnished using C snippets, R functions, or via procedures in an external, dynamically loaded library. |
... |
ignored. |
log |
names of parameters to be log transformed. |
logit |
names of parameters to be logit transformed. |
barycentric |
names of parameters to be collectively transformed according to the log barycentric transformation. |
When parameter transformations are desired, they can be integrated into the ‘pomp’ object via the partrans
arguments using the parameter_trans
function.
As with the basic model components, these should ordinarily be specified using C snippets.
When doing so, note that:
The parameter transformation mapping a parameter vector from the scale used by the model codes to another scale, and the inverse transformation, are specified via a call to
parameter_trans(toEst,fromEst)
.
The goal of these snippets is the transformation of the parameters from the natural scale to the estimation scale, and vice-versa.
If p
is the name of a variable on the natural scale, its value on the estimation scale is T_p
.
Thus the toEst
snippet computes T_p
given p
whilst the fromEst
snippet computes p
given T_p
.
Time-, state-, and covariate-dependent transformations are not allowed. Therefore, neither the time, nor any state variables, nor any of the covariates will be available in the context within which a parameter transformation snippet is executed.
These transformations can also be specified using R functions with arguments params
and ...
.
In this case, toEst
should transform parameters from the scale that the basic components use internally to the scale used in estimation.
fromEst
should be the inverse of toEst
.
Note that it is the user's responsibility to make sure that the transformations are mutually inverse.
If obj
is the constructed ‘pomp’ object, and coef(obj)
is non-empty, a simple check of this property is
1 2 3 4 5 |
One can use the log
and logit
arguments of parameter_trans
to name variables that should be log-transformed or logit-transformed, respectively.
The barycentric
argument can name sets of parameters that should be log-barycentric transformed.
The logit transform is defined by
logit(theta) = log(theta/(1-theta)).
The log barycentric transformation of variables theta1,…,thetan is given by
logbarycentric(theta1,…,thetan)=(log(theta1/sum(theta)),…,log(thetan/sum(theta))).
Other information on model implementation: Csnippet
,
accumulators
,
covariate_table
,
distributions
, dmeasure_spec
,
dprocess_spec
, pomp2-package
,
prior_spec
, rinit_spec
,
rmeasure_spec
, rprocess_spec
,
skeleton_spec
,
transformations
, userdata
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