pomp (version 0.34-1)

rprocess-pomp: Simulate the process model of a partially-observed Markov process

Description

The method rprocess runs simulations of the the process-model portion of partially-observed Markov process. 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

rprocess(object, xstart, times, params, ...)
## S3 method for class 'pomp':
rprocess(object, xstart, times, params, offset, \dots)

Arguments

object
an object of class pomp.
xstart
a rank-2 array containing the starting state of the system. Columns of xstart correspond to states; rows to state variables. If there is more than one column of xstart, multiple independent simulations will be performed,
times
a numerical vector containing times. The first entry of times is the initial time (corresponding to xstart). Subsequent times are the additional times at which the state of the simulated processes are required.
params
a rank-2 array of parameters with the parameters corresponding to the columns of xstart.
offset
throw away the first offset times.
...
at present, these are ignored.

Value

  • rprocess returns a rank-3 array with rownames. Suppose x is the array returned. Then dim(x)=c(nvars,nreps,ntimes-offset), where nvars is the number of state variables (=nrow(xstart)), nreps is the number of independent realizations simulated (=ncol(xstart)), and ntimes is the length of the vector times. x[,j,k] is the value of the state process in the j-th realization at time times[k+offset]. The rownames of x must correspond to those of xstart.

Details

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

See Also

pomp-class, pomp