The pomp package

pomp-package

pomp package

The <pkg>pomp</pkg> package provides facilities for inference on time series data using partially-observed Markov process (<acronym>POMP</acronym>) models.
  These models are also known as state-space models or nonlinear stochastic dynamical systems.
  One can use <pkg>pomp</pkg> to fit nonlinear, non-Gaussian dynamic models to time-series data.
  The package is both a set of tools for data analysis and a platform upon which statistical inference methods for <acronym>POMP</acronym> models can be implemented.

Tools for working with partially observed Markov processes (POMPs, AKA stochastic dynamical systems, state-space models).  'pomp' provides facilities for implementing POMP models, simulating them, and fitting them to time series data by a variety of frequentist and Bayesian methods.  It is also a platform for the implementation of new inference methods.

pomp-package: Inference for partially observed Markov processes

Description

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