estimation_algorithms: Parameter estimation algorithms for POMP models.

estimation_algorithmsR Documentation

Parameter estimation algorithms for POMP models.

Description

pomp currently implements the following algorithms for estimating model parameters:

  • iterated filtering (IF2)

  • particle Markov chain Monte Carlo (PMCMC)

  • approximate Bayesian computation (ABC)

  • probe-matching via synthetic likelihood

  • nonlinear forecasting

  • power-spectrum matching

  • Liu-West Bayesian sequential Monte Carlo

  • Ensemble and ensemble-adjusted Kalman filters

Details

Help pages detailing each estimation algorithm are provided.

See Also

basic model components, workhorse functions, elementary algorithms.

More on pomp estimation algorithms: abc(), bsmc2(), mif2(), nlf, pmcmc(), pomp-package, probe_match, spect_match


pomp documentation built on Sept. 13, 2024, 1:08 a.m.