pomp (version 4.2)

estimation algorithms: Parameter estimation algorithms for POMP models.

Description

pomp currently implements the following algorithms for estimating model parameters:

• iterated filtering (IF2)

• particle Markov chain Monte Carlo (PMCMC)

• approximate Bayesian computation (ABC)

• probe-matching via synthetic likelihood

• nonlinear forecasting

• power-spectrum matching

• Liu-West Bayesian sequential Monte Carlo

• Ensemble and ensemble-adjusted Kalman filters

Details

Help pages detailing each estimation algorithm are provided.

See Also

basic model components, workhorse functions, elementary algorithms.

More on pomp estimation algorithms: approximate Bayesian computation, bsmc2(), mif2(), nonlinear forecasting, pmcmc(), pomp-package, probe matching, spectrum matching