SEXP do_rmeasure (SEXP object, SEXP x, SEXP times, SEXP params, SEXP gnsi)
{
int nprotect = 0;
pompfunmode mode = undef;
int ntimes, nvars, npars, ncovars, nreps, nrepsx, nrepsp, nobs;
SEXP Snames, Pnames, Cnames, Onames;
SEXP cvec, tvec = R_NilValue, xvec = R_NilValue, pvec = R_NilValue;
SEXP fn, fcall, rho = R_NilValue, ans, nm;
SEXP pompfun;
SEXP Y;
int *dim;
int *sidx = 0, *pidx = 0, *cidx = 0, *oidx = 0;
struct lookup_table covariate_table;
pomp_measure_model_simulator *ff = NULL;
PROTECT(times = AS_NUMERIC(times)); nprotect++;
ntimes = length(times);
if (ntimes < 1)
errorcall(R_NilValue,"in 'rmeasure': length('times') = 0, no work to do");
PROTECT(x = as_state_array(x)); nprotect++;
dim = INTEGER(GET_DIM(x));
nvars = dim[0]; nrepsx = dim[1];
if (ntimes != dim[2])
errorcall(R_NilValue,"in 'rmeasure': length of 'times' and 3rd dimension of 'x' do not agree");
PROTECT(params = as_matrix(params)); nprotect++;
dim = INTEGER(GET_DIM(params));
npars = dim[0]; nrepsp = dim[1];
nreps = (nrepsp > nrepsx) ? nrepsp : nrepsx;
if ((nreps % nrepsp != 0) || (nreps % nrepsx != 0))
errorcall(R_NilValue,"in 'rmeasure': larger number of replicates is not a multiple of smaller");
dim = INTEGER(GET_DIM(GET_SLOT(object,install("data"))));
nobs = dim[0];
PROTECT(Snames = GET_ROWNAMES(GET_DIMNAMES(x))); nprotect++;
PROTECT(Pnames = GET_ROWNAMES(GET_DIMNAMES(params))); nprotect++;
PROTECT(Cnames = GET_COLNAMES(GET_DIMNAMES(GET_SLOT(object,install("covar"))))); nprotect++;
PROTECT(Onames = GET_ROWNAMES(GET_DIMNAMES(GET_SLOT(object,install("data"))))); nprotect++;
// set up the covariate table
covariate_table = make_covariate_table(object,&ncovars);
// vector for interpolated covariates
PROTECT(cvec = NEW_NUMERIC(ncovars)); nprotect++;
SET_NAMES(cvec,Cnames);
{
int dim[3] = {nobs, nreps, ntimes};
const char *dimnm[3] = {"variable","rep","time"};
PROTECT(Y = makearray(3,dim)); nprotect++;
setrownames(Y,Onames,3);
fixdimnames(Y,dimnm,3);
}
// extract the user-defined function
PROTECT(pompfun = GET_SLOT(object,install("rmeasure"))); nprotect++;
PROTECT(fn = pomp_fun_handler(pompfun,gnsi,&mode)); nprotect++;
// extract 'userdata' as pairlist
PROTECT(fcall = VectorToPairList(GET_SLOT(object,install("userdata")))); nprotect++;
// first do setup
switch (mode) {
case Rfun: // use R function
PROTECT(tvec = NEW_NUMERIC(1)); nprotect++;
PROTECT(xvec = NEW_NUMERIC(nvars)); nprotect++;
PROTECT(pvec = NEW_NUMERIC(npars)); nprotect++;
SET_NAMES(xvec,Snames);
SET_NAMES(pvec,Pnames);
// set up the function call
PROTECT(fcall = LCONS(cvec,fcall)); nprotect++;
SET_TAG(fcall,install("covars"));
PROTECT(fcall = LCONS(pvec,fcall)); nprotect++;
SET_TAG(fcall,install("params"));
PROTECT(fcall = LCONS(tvec,fcall)); nprotect++;
SET_TAG(fcall,install("t"));
PROTECT(fcall = LCONS(xvec,fcall)); nprotect++;
SET_TAG(fcall,install("x"));
PROTECT(fcall = LCONS(fn,fcall)); nprotect++;
// get the function's environment
PROTECT(rho = (CLOENV(fn))); nprotect++;
break;
case native: // use native routine
// construct state, parameter, covariate, observable indices
oidx = INTEGER(PROTECT(name_index(Onames,pompfun,"obsnames","observables"))); nprotect++;
sidx = INTEGER(PROTECT(name_index(Snames,pompfun,"statenames","state variables"))); nprotect++;
pidx = INTEGER(PROTECT(name_index(Pnames,pompfun,"paramnames","parameters"))); nprotect++;
cidx = INTEGER(PROTECT(name_index(Cnames,pompfun,"covarnames","covariates"))); nprotect++;
// address of native routine
*((void **) (&ff)) = R_ExternalPtrAddr(fn);
break;
default:
errorcall(R_NilValue,"in 'rmeasure': unrecognized 'mode'"); // # nocov
break;
}
// now do computations
switch (mode) {
case Rfun: // R function
{
int first = 1;
int use_names = 0;
double *yt = REAL(Y);
double *time = REAL(times);
double *tp = REAL(tvec);
double *cp = REAL(cvec);
double *xp = REAL(xvec);
double *pp = REAL(pvec);
double *xs = REAL(x);
double *ps = REAL(params);
double *ys;
int *posn;
int i, j, k;
for (k = 0; k < ntimes; k++, time++) { // loop over times
R_CheckUserInterrupt(); // check for user interrupt
*tp = *time; // copy the time
table_lookup(&covariate_table,*tp,cp); // interpolate the covariates
for (j = 0; j < nreps; j++, yt += nobs) { // loop over replicates
// copy the states and parameters into place
for (i = 0; i < nvars; i++) xp[i] = xs[i+nvars*((j%nrepsx)+nrepsx*k)];
for (i = 0; i < npars; i++) pp[i] = ps[i+npars*(j%nrepsp)];
if (first) {
// evaluate the call
PROTECT(ans = eval(fcall,rho)); nprotect++;
if (LENGTH(ans) != nobs) {
errorcall(R_NilValue,"in 'rmeasure': user 'rmeasure' returns a vector of %d observables but %d are expected: compare 'data' slot?",
LENGTH(ans),nobs);
}
// get name information to fix potential alignment problems
PROTECT(nm = GET_NAMES(ans)); nprotect++;
use_names = !isNull(nm);
if (use_names) { // match names against names from data slot
posn = INTEGER(PROTECT(matchnames(Onames,nm,"observables"))); nprotect++;
} else {
posn = 0;
}
ys = REAL(AS_NUMERIC(ans));
first = 0;
} else {
ys = REAL(AS_NUMERIC(eval(fcall,rho)));
}
if (use_names) {
for (i = 0; i < nobs; i++) yt[posn[i]] = ys[i];
} else {
for (i = 0; i < nobs; i++) yt[i] = ys[i];
}
}
}
}
break;
case native: // native routine
{
double *yt = REAL(Y);
double *time = REAL(times);
double *xs = REAL(x);
double *ps = REAL(params);
double *cp = REAL(cvec);
double *xp, *pp;
int j, k;
set_pomp_userdata(fcall);
GetRNGstate();
for (k = 0; k < ntimes; k++, time++) { // loop over times
R_CheckUserInterrupt(); // check for user interrupt
// interpolate the covar functions for the covariates
table_lookup(&covariate_table,*time,cp);
for (j = 0; j < nreps; j++, yt += nobs) { // loop over replicates
xp = &xs[nvars*((j%nrepsx)+nrepsx*k)];
pp = &ps[npars*(j%nrepsp)];
(*ff)(yt,xp,pp,oidx,sidx,pidx,cidx,ncovars,cp,*time);
}
}
PutRNGstate();
unset_pomp_userdata();
}
break;
default:
errorcall(R_NilValue,"in 'rmeasure': unrecognized 'mode'"); // # nocov
break;
}
UNPROTECT(nprotect);
return Y;
}
SEXP euler_model_simulator (SEXP func,
SEXP xstart, SEXP times, SEXP params,
SEXP deltat, SEXP method, SEXP zeronames,
SEXP tcovar, SEXP covar, SEXP args, SEXP gnsi)
{
int nprotect = 0;
pompfunmode mode = undef;
int nvars, npars, nreps, ntimes, nzeros, ncovars, covlen;
int nstep = 0;
double dt, dtt;
SEXP X;
SEXP ans, nm, fn, fcall = R_NilValue, rho = R_NilValue;
SEXP Snames, Pnames, Cnames;
SEXP cvec, tvec = R_NilValue;
SEXP xvec = R_NilValue, pvec = R_NilValue, dtvec = R_NilValue;
int *pidx = 0, *sidx = 0, *cidx = 0, *zidx = 0;
pomp_onestep_sim *ff = NULL;
int meth = INTEGER_VALUE(method);
// meth: 0 = Euler, 1 = one-step, 2 = fixed step
dtt = NUMERIC_VALUE(deltat);
if (dtt <= 0)
errorcall(R_NilValue,"'delta.t' should be a positive number");
{
int *dim;
dim = INTEGER(GET_DIM(xstart)); nvars = dim[0]; nreps = dim[1];
dim = INTEGER(GET_DIM(params)); npars = dim[0];
dim = INTEGER(GET_DIM(covar)); covlen = dim[0]; ncovars = dim[1];
ntimes = LENGTH(times);
}
PROTECT(Snames = GET_ROWNAMES(GET_DIMNAMES(xstart))); nprotect++;
PROTECT(Pnames = GET_ROWNAMES(GET_DIMNAMES(params))); nprotect++;
PROTECT(Cnames = GET_COLNAMES(GET_DIMNAMES(covar))); nprotect++;
// set up the covariate table
struct lookup_table covariate_table = {covlen, ncovars, 0, REAL(tcovar), REAL(covar)};
// vector for interpolated covariates
PROTECT(cvec = NEW_NUMERIC(ncovars)); nprotect++;
SET_NAMES(cvec,Cnames);
// indices of accumulator variables
nzeros = LENGTH(zeronames);
zidx = INTEGER(PROTECT(matchnames(Snames,zeronames,"state variables"))); nprotect++;
// extract user function
PROTECT(fn = pomp_fun_handler(func,gnsi,&mode)); nprotect++;
// set up
switch (mode) {
case Rfun: // R function
PROTECT(dtvec = NEW_NUMERIC(1)); nprotect++;
PROTECT(tvec = NEW_NUMERIC(1)); nprotect++;
PROTECT(xvec = NEW_NUMERIC(nvars)); nprotect++;
PROTECT(pvec = NEW_NUMERIC(npars)); nprotect++;
SET_NAMES(xvec,Snames);
SET_NAMES(pvec,Pnames);
// set up the function call
PROTECT(fcall = LCONS(cvec,args)); nprotect++;
SET_TAG(fcall,install("covars"));
PROTECT(fcall = LCONS(dtvec,fcall)); nprotect++;
SET_TAG(fcall,install("delta.t"));
PROTECT(fcall = LCONS(pvec,fcall)); nprotect++;
SET_TAG(fcall,install("params"));
PROTECT(fcall = LCONS(tvec,fcall)); nprotect++;
SET_TAG(fcall,install("t"));
PROTECT(fcall = LCONS(xvec,fcall)); nprotect++;
SET_TAG(fcall,install("x"));
PROTECT(fcall = LCONS(fn,fcall)); nprotect++;
// get function's environment
PROTECT(rho = (CLOENV(fn))); nprotect++;
break;
case native: // native code
// construct state, parameter, covariate indices
sidx = INTEGER(PROTECT(matchnames(Snames,GET_SLOT(func,install("statenames")),"state variables"))); nprotect++;
pidx = INTEGER(PROTECT(matchnames(Pnames,GET_SLOT(func,install("paramnames")),"parameters"))); nprotect++;
cidx = INTEGER(PROTECT(matchnames(Cnames,GET_SLOT(func,install("covarnames")),"covariates"))); nprotect++;
*((void **) (&ff)) = R_ExternalPtrAddr(fn);
break;
default:
errorcall(R_NilValue,"unrecognized 'mode' %d",mode); // # nocov
break;
}
// create array to hold results
{
int dim[3] = {nvars, nreps, ntimes};
PROTECT(X = makearray(3,dim)); nprotect++;
setrownames(X,Snames,3);
}
// copy the start values into the result array
memcpy(REAL(X),REAL(xstart),nvars*nreps*sizeof(double));
if (mode==1) {
set_pomp_userdata(args);
GetRNGstate();
}
// now do computations
{
int first = 1;
int use_names = 0;
int *posn = 0;
double *time = REAL(times);
double *xs = REAL(X);
double *xt = REAL(X)+nvars*nreps;
double *cp = REAL(cvec);
double *ps = REAL(params);
double t = time[0];
double *pm, *xm;
int i, j, k, step;
for (step = 1; step < ntimes; step++, xs = xt, xt += nvars*nreps) {
R_CheckUserInterrupt();
if (t > time[step]) {
errorcall(R_NilValue,"'times' is not an increasing sequence");
}
memcpy(xt,xs,nreps*nvars*sizeof(double));
// set accumulator variables to zero
for (j = 0; j < nreps; j++)
for (i = 0; i < nzeros; i++)
xt[zidx[i]+nvars*j] = 0.0;
switch (meth) {
case 0: // Euler method
dt = dtt;
nstep = num_euler_steps(t,time[step],&dt);
break;
case 1: // one step
dt = time[step]-t;
nstep = (dt > 0) ? 1 : 0;
break;
case 2: // fixed step
dt = dtt;
nstep = num_map_steps(t,time[step],dt);
break;
default:
errorcall(R_NilValue,"unrecognized 'method'"); // # nocov
break;
}
for (k = 0; k < nstep; k++) { // loop over Euler steps
// interpolate the covar functions for the covariates
table_lookup(&covariate_table,t,cp);
for (j = 0, pm = ps, xm = xt; j < nreps; j++, pm += npars, xm += nvars) { // loop over replicates
switch (mode) {
case Rfun: // R function
{
double *xp = REAL(xvec);
double *pp = REAL(pvec);
double *tp = REAL(tvec);
double *dtp = REAL(dtvec);
double *ap;
*tp = t;
*dtp = dt;
memcpy(xp,xm,nvars*sizeof(double));
memcpy(pp,pm,npars*sizeof(double));
if (first) {
PROTECT(ans = eval(fcall,rho)); nprotect++; // evaluate the call
if (LENGTH(ans) != nvars) {
errorcall(R_NilValue,"user 'step.fun' returns a vector of %d state variables but %d are expected: compare initial conditions?",
LENGTH(ans),nvars);
}
PROTECT(nm = GET_NAMES(ans)); nprotect++;
use_names = !isNull(nm);
if (use_names) {
posn = INTEGER(PROTECT(matchnames(Snames,nm,"state variables"))); nprotect++;
}
ap = REAL(AS_NUMERIC(ans));
first = 0;
} else {
ap = REAL(AS_NUMERIC(eval(fcall,rho)));
}
if (use_names) {
for (i = 0; i < nvars; i++) xm[posn[i]] = ap[i];
} else {
for (i = 0; i < nvars; i++) xm[i] = ap[i];
}
}
break;
case native: // native code
(*ff)(xm,pm,sidx,pidx,cidx,ncovars,cp,t,dt);
break;
default:
errorcall(R_NilValue,"unrecognized 'mode' %d",mode); // # nocov
break;
}
}
t += dt;
if ((meth == 0) && (k == nstep-2)) { // penultimate step
dt = time[step]-t;
t = time[step]-dt;
}
}
}
}
if (mode==1) {
PutRNGstate();
unset_pomp_userdata();
}
UNPROTECT(nprotect);
return X;
}
// examines weights for filtering failure
// computes log likelihood and effective sample size
// computes (if desired) prediction mean, prediction variance, filtering mean.
// it is assumed that ncol(x) == ncol(params).
// weights are used in filtering mean computation.
// if length(weights) == 1, an unweighted average is computed.
// returns all of the above in a named list
SEXP pfilter2_computations (SEXP x, SEXP params, SEXP Np,
SEXP rw, SEXP rw_sd,
SEXP predmean, SEXP predvar,
SEXP filtmean, SEXP onepar,
SEXP weights, SEXP tol)
{
int nprotect = 0;
SEXP pm = R_NilValue, pv = R_NilValue, fm = R_NilValue;
SEXP rw_names, ess, fail, loglik;
SEXP newstates = R_NilValue, newparams = R_NilValue;
SEXP retval, retvalnames;
double *xpm = 0, *xpv = 0, *xfm = 0, *xw = 0, *xx = 0, *xp = 0, *xpw=0;
int *xpa=0;
SEXP dimX, dimP, newdim, Xnames, Pnames, pindex;
SEXP pw=R_NilValue,pa=R_NilValue, psample=R_NilValue;
int *dim, *pidx, lv, np;
int nvars, npars = 0, nrw = 0, nreps, offset, nlost;
int do_rw, do_pm, do_pv, do_fm, do_par_resamp, all_fail = 0;
double sum, sumsq, vsq, ws, w, toler;
int j, k;
PROTECT(dimX = GET_DIM(x)); nprotect++;
dim = INTEGER(dimX);
nvars = dim[0]; nreps = dim[1];
xx = REAL(x);
PROTECT(Xnames = GET_ROWNAMES(GET_DIMNAMES(x))); nprotect++;
PROTECT(dimP = GET_DIM(params)); nprotect++;
dim = INTEGER(dimP);
npars = dim[0];
if (nreps != dim[1])
error("'states' and 'params' do not agree in second dimension");
PROTECT(Pnames = GET_ROWNAMES(GET_DIMNAMES(params))); nprotect++;
np = INTEGER(AS_INTEGER(Np))[0]; // number of particles to resample
PROTECT(rw_names = GET_NAMES(rw_sd)); nprotect++; // names of parameters undergoing random walk
do_rw = *(LOGICAL(AS_LOGICAL(rw))); // do random walk in parameters?
do_pm = *(LOGICAL(AS_LOGICAL(predmean))); // calculate prediction means?
do_pv = *(LOGICAL(AS_LOGICAL(predvar))); // calculate prediction variances?
do_fm = *(LOGICAL(AS_LOGICAL(filtmean))); // calculate filtering means?
do_par_resamp = *(LOGICAL(AS_LOGICAL(onepar))); // are all cols of 'params' the same?
do_par_resamp = !do_par_resamp || do_rw || (np != nreps); // should we do parameter resampling?
PROTECT(ess = NEW_NUMERIC(1)); nprotect++; // effective sample size
PROTECT(loglik = NEW_NUMERIC(1)); nprotect++; // log likelihood
PROTECT(fail = NEW_LOGICAL(1)); nprotect++; // particle failure?
xw = REAL(weights);
toler = *(REAL(tol)); // failure tolerance
// check the weights and compute sum and sum of squares
for (k = 0, w = 0, ws = 0, nlost = 0; k < nreps; k++) {
if (xw[k] >= 0) {
w += xw[k];
ws += xw[k]*xw[k];
} else { // this particle is lost
xw[k] = 0;
nlost++;
}
}
if (nlost >= nreps) all_fail = 1; // all particles are lost
if (all_fail) {
*(REAL(loglik)) = log(toler); // minimum log-likelihood
*(REAL(ess)) = 0; // zero effective sample size
} else {
*(REAL(loglik)) = log(w/((double) nreps)); // mean of weights is likelihood
*(REAL(ess)) = w*w/ws; // effective sample size
}
*(LOGICAL(fail)) = all_fail;
if (do_rw) {
// indices of parameters undergoing random walk
PROTECT(pindex = matchnames(Pnames,rw_names,"parameters")); nprotect++;
xp = REAL(params);
pidx = INTEGER(pindex);
nrw = LENGTH(rw_names);
lv = nvars+nrw;
} else {
pidx = NULL;
lv = nvars;
}
if (do_pm || do_pv) {
PROTECT(pm = NEW_NUMERIC(lv)); nprotect++;
xpm = REAL(pm);
}
if (do_pv) {
PROTECT(pv = NEW_NUMERIC(lv)); nprotect++;
xpv = REAL(pv);
}
if (do_fm) {
if (do_rw) {
PROTECT(fm = NEW_NUMERIC(nvars+npars)); nprotect++;
} else {
PROTECT(fm = NEW_NUMERIC(nvars)); nprotect++;
}
xfm = REAL(fm);
}
PROTECT(pa = NEW_INTEGER(np)); nprotect++;
xpa = INTEGER(pa);
for (j = 0; j < nvars; j++) { // state variables
// compute prediction mean
if (do_pm || do_pv) {
for (k = 0, sum = 0; k < nreps; k++) sum += xx[j+k*nvars];
sum /= ((double) nreps);
xpm[j] = sum;
}
// compute prediction variance
if (do_pv) {
for (k = 0, sumsq = 0; k < nreps; k++) {
vsq = xx[j+k*nvars]-sum;
sumsq += vsq*vsq;
}
xpv[j] = sumsq / ((double) (nreps - 1));
}
// compute filter mean
if (do_fm) {
if (all_fail) { // unweighted average
for (k = 0, ws = 0; k < nreps; k++) ws += xx[j+k*nvars];
xfm[j] = ws/((double) nreps);
} else { // weighted average
for (k = 0, ws = 0; k < nreps; k++) ws += xx[j+k*nvars]*xw[k];
xfm[j] = ws/w;
}
}
}
// compute means and variances for parameters (if needed)
if (do_rw) {
for (j = 0; j < nrw; j++) {
offset = pidx[j]; // position of the parameter
if (do_pm || do_pv) {
for (k = 0, sum = 0; k < nreps; k++) sum += xp[offset+k*npars];
sum /= ((double) nreps);
xpm[nvars+j] = sum;
}
if (do_pv) {
for (k = 0, sumsq = 0; k < nreps; k++) {
vsq = xp[offset+k*npars]-sum;
sumsq += vsq*vsq;
}
xpv[nvars+j] = sumsq / ((double) (nreps - 1));
}
}
if (do_fm) {
for (j = 0; j < npars; j++) {
if (all_fail) { // unweighted average
for (k = 0, ws = 0; k < nreps; k++) ws += xp[j+k*npars];
xfm[nvars+j] = ws/((double) nreps);
} else { // weighted average
for (k = 0, ws = 0; k < nreps; k++) ws += xp[j+k*npars]*xw[k];
xfm[nvars+j] = ws/w;
}
}
}
}
GetRNGstate();
if (!all_fail) { // resample the particles unless we have filtering failure
int xdim[2];
//int sample[np];
double *ss = 0, *st = 0, *ps = 0, *pt = 0;
// create storage for new states
xdim[0] = nvars; xdim[1] = np;
PROTECT(newstates = makearray(2,xdim)); nprotect++;
setrownames(newstates,Xnames,2);
ss = REAL(x);
st = REAL(newstates);
// create storage for new parameters
if (do_par_resamp) {
xdim[0] = npars; xdim[1] = np;
PROTECT(newparams = makearray(2,xdim)); nprotect++;
setrownames(newparams,Pnames,2);
ps = REAL(params);
pt = REAL(newparams);
}
PROTECT(pw = NEW_NUMERIC(nreps)); nprotect++;
xpw = REAL(pw);
for (k = 0; k < nreps; k++)
xpw[k]=REAL(weights)[k];
nosort_resamp(nreps,REAL(weights),np,xpa,0);
for (k = 0; k < np; k++) { // copy the particles
for (j = 0, xx = ss+nvars*xpa[k]; j < nvars; j++, st++, xx++)
*st = *xx;
if (do_par_resamp) {
for (j = 0, xp = ps+npars*xpa[k]; j < npars; j++, pt++, xp++){
*pt = *xp;
}
}
}
} else { // don't resample: just drop 3rd dimension in x prior to return
PROTECT(newdim = NEW_INTEGER(2)); nprotect++;
dim = INTEGER(newdim);
dim[0] = nvars; dim[1] = nreps;
SET_DIM(x,newdim);
setrownames(x,Xnames,2);
}
if (do_rw) { // if random walk, adjust prediction variance and move particles
xx = REAL(rw_sd);
xp = (all_fail || !do_par_resamp) ? REAL(params) : REAL(newparams);
nreps = (all_fail) ? nreps : np;
for (j = 0; j < nrw; j++) {
offset = pidx[j];
vsq = xx[j];
if (do_pv) {
xpv[nvars+j] += vsq*vsq;
}
for (k = 0; k < nreps; k++)
xp[offset+k*npars] += rnorm(0,vsq);
}
}
renormalize(xpw,nreps,0);
PutRNGstate();
PROTECT(retval = NEW_LIST(10)); nprotect++;
PROTECT(retvalnames = NEW_CHARACTER(10)); nprotect++;
SET_STRING_ELT(retvalnames,0,mkChar("fail"));
SET_STRING_ELT(retvalnames,1,mkChar("loglik"));
SET_STRING_ELT(retvalnames,2,mkChar("ess"));
SET_STRING_ELT(retvalnames,3,mkChar("states"));
SET_STRING_ELT(retvalnames,4,mkChar("params"));
SET_STRING_ELT(retvalnames,5,mkChar("pm"));
SET_STRING_ELT(retvalnames,6,mkChar("pv"));
SET_STRING_ELT(retvalnames,7,mkChar("fm"));
SET_STRING_ELT(retvalnames,8,mkChar("weight"));
SET_STRING_ELT(retvalnames,9,mkChar("pa"));
SET_NAMES(retval,retvalnames);
SET_ELEMENT(retval,0,fail);
SET_ELEMENT(retval,1,loglik);
SET_ELEMENT(retval,2,ess);
if (all_fail) {
SET_ELEMENT(retval,3,x);
} else {
SET_ELEMENT(retval,3,newstates);
}
if (all_fail || !do_par_resamp) {
SET_ELEMENT(retval,4,params);
} else {
SET_ELEMENT(retval,4,newparams);
}
if (do_pm) {
SET_ELEMENT(retval,5,pm);
}
if (do_pv) {
SET_ELEMENT(retval,6,pv);
}
if (do_fm) {
SET_ELEMENT(retval,7,fm);
}
SET_ELEMENT(retval,8,pw);
SET_ELEMENT(retval,9,pa);
UNPROTECT(nprotect);
return(retval);
}
// compute pdf of a sequence of Euler steps
SEXP euler_model_density (SEXP func,
SEXP x, SEXP times, SEXP params,
SEXP tcovar, SEXP covar, SEXP log, SEXP args, SEXP gnsi)
{
int nprotect = 0;
pompfunmode mode = undef;
int give_log;
int nvars, npars, nreps, ntimes, ncovars, covlen;
pomp_onestep_pdf *ff = NULL;
SEXP cvec, pvec = R_NilValue;
SEXP t1vec = R_NilValue, t2vec = R_NilValue;
SEXP x1vec = R_NilValue, x2vec = R_NilValue;
SEXP Snames, Pnames, Cnames;
SEXP fn, rho = R_NilValue, fcall = R_NilValue;
SEXP F;
int *pidx = 0, *sidx = 0, *cidx = 0;
{
int *dim;
dim = INTEGER(GET_DIM(x)); nvars = dim[0]; nreps = dim[1];
dim = INTEGER(GET_DIM(params)); npars = dim[0];
dim = INTEGER(GET_DIM(covar)); covlen = dim[0]; ncovars = dim[1];
ntimes = LENGTH(times);
}
PROTECT(Snames = GET_ROWNAMES(GET_DIMNAMES(x))); nprotect++;
PROTECT(Pnames = GET_ROWNAMES(GET_DIMNAMES(params))); nprotect++;
PROTECT(Cnames = GET_COLNAMES(GET_DIMNAMES(covar))); nprotect++;
// set up the covariate table
struct lookup_table covariate_table = {covlen, ncovars, 0, REAL(tcovar), REAL(covar)};
// vector for interpolated covariates
PROTECT(cvec = NEW_NUMERIC(ncovars)); nprotect++;
SET_NAMES(cvec,Cnames);
PROTECT(fn = pomp_fun_handler(func,gnsi,&mode)); nprotect++;
give_log = *(INTEGER(log));
switch (mode) {
case Rfun: // R function
PROTECT(t1vec = NEW_NUMERIC(1)); nprotect++;
PROTECT(t2vec = NEW_NUMERIC(1)); nprotect++;
PROTECT(x1vec = NEW_NUMERIC(nvars)); nprotect++;
SET_NAMES(x1vec,Snames);
PROTECT(x2vec = NEW_NUMERIC(nvars)); nprotect++;
SET_NAMES(x2vec,Snames);
PROTECT(pvec = NEW_NUMERIC(npars)); nprotect++;
SET_NAMES(pvec,Pnames);
// set up the function call
PROTECT(fcall = LCONS(cvec,args)); nprotect++;
SET_TAG(fcall,install("covars"));
PROTECT(fcall = LCONS(pvec,fcall)); nprotect++;
SET_TAG(fcall,install("params"));
PROTECT(fcall = LCONS(t2vec,fcall)); nprotect++;
SET_TAG(fcall,install("t2"));
PROTECT(fcall = LCONS(t1vec,fcall)); nprotect++;
SET_TAG(fcall,install("t1"));
PROTECT(fcall = LCONS(x2vec,fcall)); nprotect++;
SET_TAG(fcall,install("x2"));
PROTECT(fcall = LCONS(x1vec,fcall)); nprotect++;
SET_TAG(fcall,install("x1"));
PROTECT(fcall = LCONS(fn,fcall)); nprotect++;
PROTECT(rho = (CLOENV(fn))); nprotect++;
break;
case native: // native code
// construct state, parameter, covariate indices
sidx = INTEGER(PROTECT(matchnames(Snames,GET_SLOT(func,install("statenames")),"state variables"))); nprotect++;
pidx = INTEGER(PROTECT(matchnames(Pnames,GET_SLOT(func,install("paramnames")),"parameters"))); nprotect++;
cidx = INTEGER(PROTECT(matchnames(Cnames,GET_SLOT(func,install("covarnames")),"covariates"))); nprotect++;
*((void **) (&ff)) = R_ExternalPtrAddr(fn);
break;
default:
errorcall(R_NilValue,"unrecognized 'mode' %d",mode); // # nocov
break;
}
// create array to hold results
{
int dim[2] = {nreps, ntimes-1};
PROTECT(F = makearray(2,dim)); nprotect++;
}
switch (mode) {
case Rfun: // R function
{
double *cp = REAL(cvec);
double *t1p = REAL(t1vec);
double *t2p = REAL(t2vec);
double *x1p = REAL(x1vec);
double *x2p = REAL(x2vec);
double *pp = REAL(pvec);
double *t1s = REAL(times);
double *t2s = t1s+1;
double *x1s = REAL(x);
double *x2s = x1s + nvars*nreps;
double *ps;
double *fs = REAL(F);
int j, k;
for (k = 0; k < ntimes-1; k++, t1s++, t2s++) { // loop over times
R_CheckUserInterrupt();
*t1p = *t1s; *t2p = *t2s;
// interpolate the covariates at time t1, store the results in cvec
table_lookup(&covariate_table,*t1p,cp);
for (j = 0, ps = REAL(params); j < nreps; j++, fs++, x1s += nvars, x2s += nvars, ps += npars) { // loop over replicates
memcpy(x1p,x1s,nvars*sizeof(double));
memcpy(x2p,x2s,nvars*sizeof(double));
memcpy(pp,ps,npars*sizeof(double));
*fs = *(REAL(AS_NUMERIC(eval(fcall,rho))));
if (!give_log) *fs = exp(*fs);
}
}
}
break;
case native: // native code
set_pomp_userdata(args);
{
double *t1s = REAL(times);
double *t2s = t1s+1;
double *x1s = REAL(x);
double *x2s = x1s + nvars*nreps;
double *fs = REAL(F);
double *cp = REAL(cvec);
double *ps;
int j, k;
for (k = 0; k < ntimes-1; k++, t1s++, t2s++) { // loop over times
R_CheckUserInterrupt();
// interpolate the covariates at time t1, store the results in cvec
table_lookup(&covariate_table,*t1s,cp);
for (j = 0, ps = REAL(params); j < nreps; j++, fs++, x1s += nvars, x2s += nvars, ps += npars) { // loop over replicates
(*ff)(fs,x1s,x2s,*t1s,*t2s,ps,sidx,pidx,cidx,ncovars,cp);
if (!give_log) *fs = exp(*fs);
}
}
}
unset_pomp_userdata();
break;
default:
errorcall(R_NilValue,"unrecognized 'mode' %d",mode); // # nocov
break;
}
UNPROTECT(nprotect);
return F;
}
