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pomp (version 0.35-1)

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

6,668

Version

0.35-1

License

GPL (>= 2)

Maintainer

Aaron King

Last Published

October 26th, 2010

Functions in pomp (0.35-1)

mif-class

The "mif" class
pomp-package

Partially-observed Markov processes
particles-mif

Generate particles from the user-specified distribution.
pomp

Partially-observed Markov process object.
traj.match

Trajectory matching
spect

Power spectrum computation for partially-observed Markov processes.
pfilter

Particle filter
dacca

Model of cholera transmission for historic Bengal.
probed.pomp-methods

Methods of the "probed.pomp", "probe.matched.pomp", "spect.pomp", and "spect.matched.pomp" classes
LondonYorke

Historical childhood disease incidence data
ou2

Two-dimensional Ornstein-Uhlenbeck process
dprocess-pomp

Evaluate the probability density of state transitions in a Markov process
verhulst

Simple Verhulst-Pearl (logistic) model.
Euler-multinomial models

Euler-multinomial models
rw2

Two-dimensional random-walk process
basic.probes

Some probes for partially-observed Markov processes
init.state-pomp

Return a matrix of initial conditions given a vector of parameters and an initial time.
mif-methods

Methods of the "mif" class
mif

The MIF algorithm
nlf

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

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

Methods of the "pomp" class
B-splines

B-spline bases
sir

Seasonal SIR model implemented using two stochastic simulation algorithms.
bsmc

Liu and West Bayesian Particle Filter
spect.pomp-class

The "spect.pomp" and "spect.matched.pomp" classes
plugins

Plug-ins for dynamical models based on stochastic Euler algorithms
pmcmc

The PMCMC algorithm
dmeasure-pomp

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

Probe a partially-observed Markov process.
pmcmc-class

The "pmcmc" class
slice.design

Design matrices for likelihood slices.
skeleton-pomp

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

Sobol' low-discrepancy sequence
pomp-fun

Definition and methods of the "pomp.fun" class
profile.design

Design matrices for likelihood profile calculations.
ricker

Ricker model with Poisson observations.
pmcmc-methods

Methods of the "pmcmc" class
pomp-class

Partially-observed Markov process class
rmeasure-pomp

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

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

Compute trajectories of the determinstic skeleton.
probed.pomp-class

The "probed.pomp" and "probe.matched.pomp" classes