pomp (version 0.34-1)

dprocess-pomp: Evaluate the probability density of state transitions in a Markov process

Description

The method dprocess evaluates the probability density of a set of consecutive state transitions. This function is part of the low-level interface to pomp objects. This help page does not give instructions on the implementation of models: see pomp for instructions.

Usage

dprocess(object, x, times, params, log = FALSE, ...)
## S3 method for class 'pomp':
dprocess(object, x, times, params, log = FALSE, \dots)

Arguments

object
an object of class pomp.
x
a rank-3 array containing the states of the unobserved process. The dimensions of x are nvars x nreps x ntimes, where nvars is the number of state variables, nreps is the nu
times
a numeric vector containing the times corresponding to the given states.
params
a rank-2 array of parameters with columns corresponding to the columns of x. Note that the x and params must agree in the number of their columns.
log
if TRUE, log probabilities are returned.
...
at present, these are ignored.

Value

  • Returns a matrix of dimensions nreps x ntimes-1. If d is the returned matrix, d[j,k] is the likelihood of the transition from state x[,j,k-1] at time times[k-1] to state x[,j,k] at time times[k].

Details

This function is essentially a wrapper around the user-supplied dprocess slot of the pomp object. For specifications on writing such a function, see pomp.

See Also

pomp-class, pomp