pomp: Statistical Inference for Partially Observed Markov Processes

Tools for working with partially observed Markov process (POMP) models (also known as stochastic dynamical systems, hidden Markov models, and nonlinear, non-Gaussian, state-space models). The package 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 versatile platform for implementation of inference methods for general POMP models.

AuthorAaron A. King [aut, cre], Edward L. Ionides [aut], Carles Breto [aut], Stephen P. Ellner [ctb], Matthew J. Ferrari [ctb], Bruce E. Kendall [ctb], Michael Lavine [ctb], Dao Nguyen [ctb], Daniel C. Reuman [ctb], Helen Wearing [ctb], Simon N. Wood [ctb], Sebastian Funk [ctb], Steven G. Johnson [ctb]
Date of publication2016-11-23 00:32:52
MaintainerAaron A. King <kingaa@umich.edu>
LicenseGPL (>= 2)
Version1.10
http://kingaa.github.io/pomp

View on CRAN

Man pages

abc: Estimation by approximate Bayesian computation (ABC)

bake: Tools for reproducible computations.

basic_probes: Some useful probes for partially-observed Markov processes

blowflies: Model for Nicholson's blowflies.

bsmc: The Liu and West Bayesian particle filter

bsplines: B-spline bases

dacca: Model of cholera transmission for historic Bengal.

design: Design matrices for pomp calculations

eulermultinom: The Euler-multinomial distributions and Gamma white-noise...

example: Examples of the construction of POMP models

gompertz: Gompertz model with log-normal observations.

kalman: Ensemble Kalman filters

logmeanexp: The log-mean-exp trick

lowlevel: pomp low-level interface

measles: Historical childhood disease incidence data

mif: Maximum likelihood by iterated filtering

mif2: IF2: Maximum likelihood by iterated, perturbed Bayes maps

nlf: Parameter estimation my maximum simulated quasi-likelihood...

ou2: Two-dimensional discrete-time Ornstein-Uhlenbeck process

package: Inference for partially observed Markov processes

parmat: Create a matrix of parameters

pfilter: Particle filter

pmcmc: The particle Markov chain Metropolis-Hastings algorithm

pomp: Constructor of the basic pomp object

pomp_fun: Definition and methods of the "pomp.fun" class

pomp_methods: Functions for manipulating, displaying, and extracting...

probe: Probe a partially-observed Markov process by computing...

proposals: MCMC proposal distributions

ricker: Ricker model with Poisson observations.

rw2: Two-dimensional random-walk process

sannbox: Simulated annealing with box constraints.

simulate_pomp: Simulations of a partially-observed Markov process

sir: Compartmental epidemiological models

spect: Power spectrum computation and spectrum-matching for...

traj_match: Parameter estimation by fitting the trajectory of a model's...

Files in this package

pomp
pomp/inst
pomp/inst/examples
pomp/inst/examples/dacca.R
pomp/inst/examples/ou2.R
pomp/inst/examples/rw2.R
pomp/inst/examples/ricker.R
pomp/inst/examples/bbs.R
pomp/inst/examples/gillespie.sir.R
pomp/inst/examples/gompertz.R
pomp/inst/examples/blowflies.R
pomp/inst/examples/euler.sir.R
pomp/inst/CITATION
pomp/inst/NEWS.Rd
pomp/inst/NEWS
pomp/inst/GPL
pomp/inst/doc
pomp/inst/doc/index.html
pomp/inst/include
pomp/inst/include/pomp.h
pomp/src
pomp/src/pfilter.c
pomp/src/dprior.c
pomp/src/Makevars
pomp/src/ou2.c
pomp/src/resample.c
pomp/src/pomp_mat.h
pomp/src/simulate.c
pomp/src/probe.c
pomp/src/euler.c
pomp/src/partrans.c
pomp/src/mif.c
pomp/src/probe_marginal.c
pomp/src/ssa.c
pomp/src/sobolseq.c
pomp/src/pomp.h
pomp/src/bspline.c
pomp/src/dprocess.c
pomp/src/blowfly.c
pomp/src/mif2.c
pomp/src/probe_acf.c
pomp/src/eulermultinom.c
pomp/src/ricker.c
pomp/src/userdata.c
pomp/src/sir.c
pomp/src/lookup_table.c
pomp/src/rprior.c
pomp/src/synth_lik.c
pomp/src/R_init_pomp.c
pomp/src/pomp_internal.h
pomp/src/rprocess.c
pomp/src/initstate.c
pomp/src/skeleton.c
pomp/src/trajectory.c
pomp/src/dmeasure.c
pomp/src/rmeasure.c
pomp/src/soboldata.h
pomp/src/gompertz.c
pomp/src/pomp_fun.c
pomp/src/SSA_simulator.c
pomp/src/probe_nlar.c
pomp/NAMESPACE
pomp/demo
pomp/demo/rw2.R
pomp/demo/sir.R
pomp/demo/gompertz.R
pomp/demo/00Index
pomp/demo/logistic.R
pomp/data
pomp/data/ewmeas.rda
pomp/data/LondonYorke.rda
pomp/data/ewcitmeas.rda
pomp/R
pomp/R/mif2_methods.R pomp/R/kalman.R pomp/R/rprocess_pomp.R pomp/R/load.R pomp/R/aaa.R pomp/R/eulermultinom.R pomp/R/safecall.R pomp/R/profile_design.R pomp/R/pomp.R pomp/R/nlf.R pomp/R/bsplines.R pomp/R/trajectory_pomp.R pomp/R/abc.R pomp/R/example.R pomp/R/sannbox.R pomp/R/plot_pomp.R pomp/R/sobol.R pomp/R/nlf_guts.R pomp/R/simulate_pomp.R pomp/R/builder.R pomp/R/pfilter.R pomp/R/dprocess_pomp.R pomp/R/generics.R pomp/R/parmat.R pomp/R/authors.R pomp/R/pomp_class.R pomp/R/probe_match.R pomp/R/mif.R pomp/R/slice_design.R pomp/R/logmeanexp.R pomp/R/pomp_methods.R pomp/R/traj_match.R pomp/R/pfilter_methods.R pomp/R/mif2.R pomp/R/csnippet.R pomp/R/rmeasure_pomp.R pomp/R/dmeasure_pomp.R pomp/R/basic_probes.R pomp/R/bsmc2.R pomp/R/probe.R pomp/R/initstate_pomp.R pomp/R/plugins.R pomp/R/abc_methods.R pomp/R/nlf_funcs.R pomp/R/bake.R pomp/R/kalman_methods.R pomp/R/covmat.R pomp/R/bsmc.R pomp/R/dprior_pomp.R pomp/R/pmcmc_methods.R pomp/R/pomp_fun.R pomp/R/spect_match.R pomp/R/rprior_pomp.R pomp/R/skeleton_pomp.R pomp/R/pmcmc.R pomp/R/nlf_objfun.R pomp/R/spect.R pomp/R/minim.R pomp/R/proposals.R pomp/R/mif_methods.R
pomp/MD5
pomp/build
pomp/build/partial.rdb
pomp/DESCRIPTION
pomp/man
pomp/man/logmeanexp.Rd pomp/man/blowflies.Rd pomp/man/gompertz.Rd pomp/man/spect.Rd pomp/man/ricker.Rd pomp/man/pomp_methods.Rd pomp/man/measles.Rd pomp/man/mif.Rd pomp/man/proposals.Rd pomp/man/simulate_pomp.Rd pomp/man/pmcmc.Rd pomp/man/abc.Rd pomp/man/rw2.Rd pomp/man/traj_match.Rd pomp/man/ou2.Rd pomp/man/mif2.Rd pomp/man/bsplines.Rd pomp/man/nlf.Rd pomp/man/probe.Rd pomp/man/lowlevel.Rd pomp/man/sir.Rd pomp/man/pfilter.Rd pomp/man/bsmc.Rd pomp/man/basic_probes.Rd pomp/man/pomp.Rd pomp/man/dacca.Rd pomp/man/design.Rd pomp/man/parmat.Rd pomp/man/example.Rd pomp/man/bake.Rd pomp/man/package.Rd pomp/man/pomp_fun.Rd pomp/man/eulermultinom.Rd pomp/man/sannbox.Rd pomp/man/kalman.Rd

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