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spatPomp (version 0.36.1)

Inference for Spatiotemporal Partially Observed Markov Processes

Description

Inference on panel data using spatiotemporal partially-observed Markov process (SpatPOMP) models. The 'spatPomp' package extends 'pomp' to include algorithms taking advantage of the spatial structure in order to assist with handling high dimensional processes. See Asfaw et al. (2024) for further description of the package.

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Install

install.packages('spatPomp')

Monthly Downloads

611

Version

0.36.1

License

GPL-3

Issues

0

Pull Requests

0

Stars

11

Forks

10

Maintainer

Edward Ionides

Last Published

August 20th, 2024

Functions in spatPomp (0.36.1)

dunit_measure

dunit_measure dunit_measure evaluates the unit measurement density of a unit's observation given the entire state
enkf

Generalized Ensemble Kalman filter (EnKF)
he10measles

Measles in the United Kingdom
ibpf

Iterated block particle filter (IBPF)
he10mle

Measles in the United Kingdom: MLE from He et al (2010)
print

Print methods
runit_measure

runit_measure
measles

Measles in UK spatPomp generator
measles2

Measles in UK: spatPomp generator with shared or unit-specific parameters
logLik

Log likelihood
measlesUK

Measles in the United Kingdom
lorenz

Lorenz '96 spatPomp simulator
spatPomp-class

An S4 class to represent a spatiotemporal POMP model and data.
munit_measure

munit_measure
simulate

Simulation of a spatiotemporal partially-observed Markov process
ienkf

Iterated ensemble Kalman filter (IEnKF)
pStop

pStop
listie

listie
iubf

Iterated Unadapted Bagged Filter (IUBF)
igirf

Iterated guided intermediate resampling filter (IGIRF)
spatPomp_Csnippet

C snippets
undefined

Undefined
vec_rmeasure

Vector of simulated measurements
spatPomp

Constructor of the spatPomp object
expand_params

Book-keeping functions for working with expanded parameters
spatPomp-package

Inference for SpatPOMPs (Spatiotemporal Partially Observed Markov Processes)
plot

Plotting spatPomp data
vunit_measure

vunit_measure
unit_names

Unit names of a spatiotemporal model
vec_dmeasure

Vector of measurement densities
bm_kalman_logLik

Exact log-likelihood for Brownian motion spatPomp generator
bm2_kalman_logLik

Exact log-likelihood for Brownian motion spatPomp generator with shared or unit-specific parameters
abfir

Adapted Bagged Filter with Intermediate Resampling (ABF-IR)
abf

Adapted Bagged Filter (ABF)
bm2

Brownian motion spatPomp generator with shared or unit-specific parameters
bm

Brownian motion spatPomp simulator
arma_benchmark

Calculated log-ARMA log-likelihood benchmark for spatPomp models
bpfilter

Block particle filter (BPF)
as.data.frame

Coerce to data frame
gbm

Geometric Brownian motion spatPomp simulator
eunit_measure

eunit_measure
he10coordinates

City data in the United Kingdom
he10demography

Demographic data for 20 towns in the United Kingdom
girf

Guided intermediate resampling filter (GIRF)
city_data_UK

City data in the United Kingdom
he10

Measles in UK: spatPomp generator with shared or unit-specific parameters
conc

Concatenate
concat

Concatenate