pomp (version 0.34-1)

pmcmc-class: The "pmcmc" class

Description

The pmcmc class holds a fitted model and is created by a call to pmcmc. See pmcmc for usage.

Objects from the Class

Objects can be created by calls to the pmcmc method on an pomp object. Such a call uses the Particle MCMC algorithm to fit the model parameters.

Extends

Class pomp, directly. See pomp-class.

Methods

See pmcmc, pmcmc-methods.

References

C. Andrieu, A. Doucet and R. Holenstein, Particle Markov chain Monte Carlo methods, J. Roy. Stat. Soc B, to appear, 2010.

C. Andrieu and G.O. Roberts, The pseudo-marginal approach for efficient computation, Ann Stat 37:697-725, 2009.

See Also

pmcmc, pmcmc-methods, pomp, pomp-class