panelPomp: Inference for Panel Partially Observed Markov Processes

Data analysis based on panel partially-observed Markov process (PanelPOMP) models. To implement such models, simulate them and fit them to panel data, 'panelPomp' extends some of the facilities provided for time series data by the 'pomp' package. Implemented methods include filtering (panel particle filtering) and maximum likelihood estimation (Panel Iterated Filtering) as proposed in Breto, Ionides and King (2020) "Panel Data Analysis via Mechanistic Models" <doi:10.1080/01621459.2019.1604367>.

Package details

AuthorCarles Breto [aut] (<https://orcid.org/0000-0003-4695-4902>), Edward L. Ionides [aut] (<https://orcid.org/0000-0002-4190-0174>), Aaron A. King [aut] (<https://orcid.org/0000-0001-6159-3207>), Jesse Wheeler [aut, cre] (<https://orcid.org/0000-0003-3941-3884>), Aaron Abkemeier [ctb]
MaintainerJesse Wheeler <jeswheel@umich.edu>
LicenseGPL-3
Version1.6.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("panelPomp")

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panelPomp documentation built on April 11, 2025, 6:18 p.m.