From b576ec74b7a0b7d1dde1114e023fe963369831c2 Mon Sep 17 00:00:00 2001 From: helske Date: Tue, 13 Apr 2021 16:50:03 +0300 Subject: [PATCH] fix SV test and remove parallel example due to Solaris --- DESCRIPTION | 4 ++-- NEWS | 1 + R/run_mcmc.R | 3 +-- man/run_mcmc_ng.Rd | 3 +-- man/svm.Rd | 4 +++- 5 files changed, 8 insertions(+), 7 deletions(-) diff --git a/DESCRIPTION b/DESCRIPTION index d525a129..cc266d6d 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -2,8 +2,8 @@ Package: bssm Type: Package Title: Bayesian Inference of Non-Linear and Non-Gaussian State Space Models -Version: 1.1.3-2 -Date: 2021-02-23 +Version: 1.1.4 +Date: 2021-04-13 Authors@R: c(person(given = "Jouni", family = "Helske", diff --git a/NEWS b/NEWS index 36204b6c..1f4be274 100644 --- a/NEWS +++ b/NEWS @@ -3,6 +3,7 @@ bssm 1.1.4 (Release date: 2021-03-) * Better documentation for SV model, and changed ordering of arguments to emphasise the recommended parameterization. * Fixed predict method for SV model. + * Removed parallelization in one example which failed on Solaris for some unknown reason. bssm 1.1.3-2 (Release date: 2021-02-24) ============== diff --git a/R/run_mcmc.R b/R/run_mcmc.R index 0ac63ac0..a72c53dc 100644 --- a/R/run_mcmc.R +++ b/R/run_mcmc.R @@ -229,9 +229,8 @@ run_mcmc.gaussian <- function(model, iter, output_type = "full", #' #' # run IS-MCMC #' # Note small number of iterations for CRAN checks -#' # so no real use of parallelization #' fit <- run_mcmc(model, iter = 5000, -#' particles = 10, mcmc_type = "is2", seed = 1, threads = 2) +#' particles = 10, mcmc_type = "is2", seed = 1) #' #' # extract states #' d_states <- as.data.frame(fit, variable = "states", time = 1:n) diff --git a/man/run_mcmc_ng.Rd b/man/run_mcmc_ng.Rd index 192a86bd..0a87fd14 100644 --- a/man/run_mcmc_ng.Rd +++ b/man/run_mcmc_ng.Rd @@ -136,9 +136,8 @@ model <- bsm_ng(y, xreg = x, # run IS-MCMC # Note small number of iterations for CRAN checks -# so no real use of parallelization fit <- run_mcmc(model, iter = 5000, - particles = 10, mcmc_type = "is2", seed = 1, threads = 2) + particles = 10, mcmc_type = "is2", seed = 1) # extract states d_states <- as.data.frame(fit, variable = "states", time = 1:n) diff --git a/man/svm.Rd b/man/svm.Rd index 3705e6a2..e589ff67 100644 --- a/man/svm.Rd +++ b/man/svm.Rd @@ -17,7 +17,9 @@ svm(y, mu, rho, sd_ar, sigma) \item{sigma}{Prior for sigma parameter of observation equation, internally denoted as phi. Ignored if \code{mu} is provided. Note that typically parametrization using mu is preferred due to -better numerical properties and availability of better Gaussian approximation.} +better numerical properties and availability of better Gaussian approximation. +Most notably the global approximation approach does not work with sigma parameterization as +sigma is not a parameter of the resulting approximate model.} } \value{ Object of class \code{svm}.