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pomp (version 0.39-3)

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

2,074

Version

0.39-3

License

GPL (>= 2)

Maintainer

Aaron King

Last Published

September 7th, 2011

Functions in pomp (0.39-3)

pomp-package

Partially-observed Markov processes
profileDesign

Design matrices for likelihood profile calculations.
basic.probes

Some probes for partially-observed Markov processes
mif-class

The "mif" class
pfilter-methods

Methods of the "pfilterd.pomp" class
probed.pomp-methods

Methods of the "probed.pomp", "probe.matched.pomp", "spect.pomp", and "spect.matched.pomp" classes
pmcmc-methods

Methods of the "pmcmc" class
skeleton-pomp

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

Model for Nicholson's blowflies.
pomp

Partially-observed Markov process object.
particles-mif

Generate particles from the user-specified distribution.
ou2

Two-dimensional discrete-time Ornstein-Uhlenbeck process
eulermultinom

Euler-multinomial death process
dacca

Model of cholera transmission for historic Bengal.
bsmc

Liu and West Bayesian Particle Filter
LondonYorke

Historical childhood disease incidence data
pomp-class

Partially-observed Markov process class
simulate-pomp

Running simulations of a partially-observed Markov process
sobol

Sobol' low-discrepancy sequence
spect

Power spectrum computation for partially-observed Markov processes.
sliceDesign

Design matrices for likelihood slices.
mif

The MIF algorithm
rw2

Two-dimensional random-walk process
init.state-pomp

Return a matrix of initial conditions given a vector of parameters and an initial time.
gompertz

Gompertz model with log-normal observations.
nlf

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

Methods of the "pomp" class
traj.match

Trajectory matching
B-splines

B-spline bases
plugins

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

Ricker model with Poisson observations.
trajectory

Compute trajectories of the determinstic skeleton.
probe

Probe a partially-observed Markov process.
pfilter

Particle filter
dprocess-pomp

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

The PMCMC algorithm
pomp-fun

Definition and methods of the "pomp.fun" class
sir

Seasonal SIR model implemented using two stochastic simulation algorithms.
rprocess-pomp

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

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

Simulate the measurement model of a partially-observed Markov process
mif-methods

Methods of the "mif" class
verhulst

Simple Verhulst-Pearl (logistic) model.