Statistical Inference for Partially Observed Markov Processes

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. |

hitch | Hitching C snippets and R functions to pomp.fun objects |

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... |

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