Evaluates the probability density of a sequence of consecutive state transitions.
# S4 method for pomp
dprocess(object, x, times, params, ..., log = FALSE)
an object of class ‘pomp’, or of a class that extends ‘pomp’.
This will typically be the output of pomp
, simulate
, or one of the pomp inference algorithms.
an array containing states of the unobserved process.
The dimensions of x
are nvars
x nrep
x ntimes
,
where nvars
is the number of state variables,
nrep
is the number of replicates,
and ntimes
is the length of times
.
One can also pass x
as a named numeric vector, which is equivalent to the nrep=1
, ntimes=1
case.
a numeric vector (length ntimes
) containing times.
These must be in non-decreasing order.
a npar
x nrep
matrix of parameters.
Each column is treated as an independent parameter set, in correspondence with the corresponding column of x
.
additional arguments are ignored.
if TRUE, log probabilities are returned.
dprocess
returns a matrix of dimensions nrep
x ntimes-1
.
If d
is the returned matrix, d[j,k]
is the likelihood (or the log likelihood if log=TRUE
) of the transition from state x[,j,k-1]
at time times[k-1]
to state x[,j,k]
at time times[k]
.
Specification of the process-model density evaluator: dprocess_spec
Other pomp workhorses: dmeasure
,
dprior
, flow
,
partrans
, rinit
,
rmeasure
, rprior
,
rprocess
, skeleton
,
workhorses