R/package.R

In pomp: Statistical Inference for Partially Observed Markov Processes

##' Inference for partially observed Markov processes
##'
##' The \pkg{pomp} package provides facilities for inference on time series
##' data using partially-observed Markov process (\acronym{POMP}) models.
##' These models are also known as state-space models, hidden Markov models, or
##' nonlinear stochastic dynamical systems.  One can use \pkg{pomp} to fit
##' nonlinear, non-Gaussian dynamic models to time-series data.  The package is
##' both a set of tools for data analysis and a platform upon which statistical
##' inference methods for \acronym{POMP} models can be implemented.
##'
##' @name pomp-package
##' @aliases pomp,package
##' @docType package
##' @author Aaron A. King
##' @family implementation information
##' @family pomp workhorses
##' @family estimation methods
##' @family elementary algorithms
##' @keywords ts models multivariate
##'
##' @section Data analysis using \pkg{pomp}:
##' \pkg{pomp} provides algorithms for:
##' \enumerate{
##' \item Simulation of stochastic dynamical systems;
##' see \code{\link{simulate}}.
##' \item Particle filtering (AKA sequential Monte Carlo or sequential importance sampling);
##' see \code{\link{pfilter}} and \code{\link{wpfilter}}.
##' \item The iterated filtering methods of Ionides et al. (2006, 2011, 2015);
##' see \code{\link{mif2}}.
##' \item The nonlinear forecasting algorithm of Kendall et al. (2005);
##' see \link{nlf}.
##' \item The particle MCMC approach of Andrieu et al. (2010);
##' see \code{\link{pmcmc}}.
##' \item The probe-matching method of Kendall et al. (1999, 2005);
##' see \link{probe_match}.
##' \item Synthetic likelihood a la Wood (2010);
##' see \code{\link{probe}}.
##' \item A spectral probe-matching method (Reuman et al. 2006, 2008);
##' see \link{spect_match}.
##' \item Approximate Bayesian computation (Toni et al. 2009);
##' see \code{\link{abc}}.
##' \item The approximate Bayesian sequential Monte Carlo scheme of Liu & West (2001);
##' see \code{\link{bsmc2}}.
##' \item Ensemble and ensemble adjusted Kalman filters;
##' see \link{kalman}.
##' \item Simple trajectory matching;
##' see \link{traj_match}.
##' }
##' The package also provides various tools for plotting and extracting information on models and data.
##'
##' @section Structure of the package:
##'
##' \pkg{pomp} algorithms are arranged into several levels.
##' At the top level, \link[=estimation_algorithms]{estimation algorithms} estimate model parameters and return information needed for other aspects of inference.
##' \link[=elementary_algorithms]{Elementary algorithms} perform common operations on \acronym{POMP} models, including simulation, filtering, and application of diagnostic probes;
##' these functions may be useful in inference, but they do not themselves perform estimation.
##' At the lowest level, \link[=workhorses]{workhorse functions} provide the interface to \link[=basic_components]{basic POMP model components}.
##' Beyond these, \pkg{pomp} provides a variety of auxiliary functions for manipulating and extracting information from \sQuote{pomp} objects, producing diagnostic plots, \link[=bake]{facilitating reproducible computations}, and so on.
##'
##' @section Implementing a model:
##'
##' The basic structure at the heart of the package is the \sQuote{pomp object}.
##' This is a container holding a time series of data (possibly multivariate) and a model.
##' The model is specified by specifying some or all of its \link[=basic_components]{basic model components}.
##' One does this using the \link[=basic_components]{basic component arguments} to the \code{\link{pomp}} constructor.
##' One can also add, modify, or delete basic model components \dQuote{on the fly} in any \pkg{pomp} function that accepts them.
##'
##' @section Documentation and examples:
##'
##' The package contains a number of examples.
##' Some of these are included in the help pages.
##' In addition, \link[=pomp_examples]{several pre-built POMP models} are included with the package.
##' Tutorials and other documentation, including a \href{https://kingaa.github.io/pomp/FAQ.html}{package FAQ}, are available from the \href{https://kingaa.github.io/pomp/}{package website}.
##' 
##' @section Useful links:
##' \itemize{
##'  \item{\pkg{pomp} homepage: \url{https://kingaa.github.io/pomp/}}
##'  \item{Report bugs to: \url{https://github.com/kingaa/pomp/issues}}
##'  \item{Frequently asked questions: \url{https://kingaa.github.io/pomp/FAQ.html}}
##'  \item{User guides and tutorials: \url{https://kingaa.github.io/pomp/docs.html}}
##'  \item{\pkg{pomp} news: \url{https://kingaa.github.io/pomp/blog.html}}
##' }
##' 
##' @section Citing \pkg{pomp}:
##' Execute \code{citation("pomp")} to view the correct citation for publications.
##'
##' @references
##'
##' \King2016
##'
##' See \href{https://kingaa.github.io/pomp/biblio.html}{the package website for more references}, including many publications that use \pkg{pomp}.
##'
##' @useDynLib pomp, .registration = TRUE, .fixes="P_"
##' @import methods
NULL

.onAttach <- function (...) {
  .banner()
}

.banner <- function (...) {
  msg <- r"{
Welcome to pomp!

As of version 4.6, no user-visible pomp function has a name that
includes a dot ('.'). Function names have been changed to replace the dot
with an underscore ('_'). For more information, see the pomp blog:
https://kingaa.github.io/pomp/blog.html.
}"
  packageStartupMessage("\n",paste(strwrap(msg),collapse="\n"),"\n")
}