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pomp (version 0.22-6)

Statistical inference for partially observed Markov processes

Description

Inference methods for partially-observed Markov processes

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Version

Install

install.packages('pomp')

Monthly Downloads

2,108

Version

0.22-6

License

GPL (>= 2)

Maintainer

Aaron King

Last Published

March 13th, 2009

Functions in pomp (0.22-6)

mif-methods

Methods of the "mif" class
sobol

Sobol' low-discrepancy sequence
pfilter

Particle filter
dprocess-pomp

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

Running simulations of a partially-observed Markov process
rprocess-pomp

Simulate the process model of a partially-observed Markov process
euler

Dynamical models based on stochastic Euler algorithms
pomp

Partially-observed Markov process object.
ou2

Two-dimensional Ornstein-Uhlenbeck process
init.state-pomp

Return a matrix of initial conditions given a vector of parameters and an initial time.
rmeasure-pomp

Simulate the measurement model of a partially-observed Markov process
dmeasure-pomp

Evaluate the probability density of observations given underlying states in a partially-observed Markov process
pomp-package

Partially-observed Markov processes
pomp-methods

Methods of the "pomp" class
mif

The MIF algorithm
pomp-class

Partially-observed Markov process
trajectory-pomp

Compute trajectories of the determinstic skeleton.
B-splines

B-spline bases
particles-mif

Generate particles from the user-specified distribution.
Euler-multinomial models

Euler-multinomial models
mif-class

The "mif" class
nlf

Fit Model to Data Using Nonlinear Forecasting (NLF)
skeleton-pomp

Evaluate the deterministic skeleton at the given points in state space.