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Start on migration vignette #131

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Start on migration vignette #131

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In the effort that the perfect not be the enemy of the good, here's a start on this, we can add more later.

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codecov bot commented Dec 13, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 99.78%. Comparing base (774cbd0) to head (9bf3e3d).

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  Files          66       66           
  Lines        5226     5226           
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  Hits         5215     5215           
  Misses         11       11           

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@richfitz richfitz marked this pull request as ready for review December 13, 2024 17:33
@richfitz richfitz requested a review from weshinsley December 13, 2024 17:33
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Nice - quite typos


`monty` is the spiritual replacement for [`mcstate`](https://mrc-ide.github.io/mcstate/), which was used for inference of [odin.dust](https://mrc-ide.github.io/odin.dust/) models from 2020 to 2024.

Unlike with the new versions of [`odin`](https://mrc-ide.github.io/odin/) ([`odin2`](https://mrc-ide.github.io/odin2/)) and [`dust`](https://mrc-ide.github.io/dust/) ([`dust2`](https://mrc-ide.github.io/dust2/)), we have not changed `mcstate` in place as we no longer felt that the name as appropriate; mcstate was explicitly about working with state space models, while `monty` is about Monte Carlo methods in general. And Wes has a goat called Monty, so here we are.
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Unlike with the new versions of [`odin`](https://mrc-ide.github.io/odin/) ([`odin2`](https://mrc-ide.github.io/odin2/)) and [`dust`](https://mrc-ide.github.io/dust/) ([`dust2`](https://mrc-ide.github.io/dust2/)), we have not changed `mcstate` in place as we no longer felt that the name as appropriate; mcstate was explicitly about working with state space models, while `monty` is about Monte Carlo methods in general. And Wes has a goat called Monty, so here we are.
Unlike with the new versions of [`odin`](https://mrc-ide.github.io/odin/) ([`odin2`](https://mrc-ide.github.io/odin2/)) and [`dust`](https://mrc-ide.github.io/dust/) ([`dust2`](https://mrc-ide.github.io/dust2/)), we have not changed `mcstate` in place as we no longer felt that the name was appropriate; mcstate was explicitly about working with state space models, while `monty` is about Monte Carlo methods in general. And Wes has a goat called Monty, so here we are.


The particle filter has moved into [`dust2`](https://mrc-ide.github.io/dust2), see [`dust2::dust_filter_create`](https://mrc-ide.github.io/dust2/reference/dust_filter_create.html)

What was previously a method on the old `particle_filter` object has now changed to be free function:
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What was previously a method on the old `particle_filter` object has now changed to be free function:
What was previously a method on the old `particle_filter` object has now changed to be a free function:

* we use our [packer interface](https://mrc-ide.github.io/monty/reference/monty_packer.html) to smooth over the gap between how it is convenient to represent parameters in your odin model and how you need to represent them to think about moving around in parameter space
* we use the DSL to specify priors, removing the need to write out distributions, to sample from these distributions automatically and to prevent forgetting the `log = TRUE` on densities.

**The the `pmcmc_control` object has gone**: this contained information that really effected the filter (e.g., `save_state` which has moved into the `dust_likelihood_monty` function) and the running of the chain itself.
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Suggested change
**The the `pmcmc_control` object has gone**: this contained information that really effected the filter (e.g., `save_state` which has moved into the `dust_likelihood_monty` function) and the running of the chain itself.
**The `pmcmc_control` object has gone**: this contained information that really affected the filter (e.g., `save_state` which has moved into the `dust_likelihood_monty` function) and the running of the chain itself.

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