spatPomp: Inference for Spatiotemporal Partially Observed Markov Processes

Inference on panel data using spatiotemporal partially-observed Markov process (SpatPOMP) models. To do so, it relies on and extends a number of facilities that the 'pomp' package provides for inference on time series data using partially-observed Markov process (POMP) models. Implemented methods include filtering and inference methods in Park and Ionides (2020) <doi:10.1007/s11222-020-09957-3>, Rebeschini and van Handel (2015) <doi:10.1214/14-AAP1061>, Evensen and van Leeuwen (1996) <doi:10.1029/94JC00572>, Ionides et al. (2021) <doi:10.1080/01621459.2021.1974867>, Ionides, Ning and Wheeler (2022) <doi:10.5705/ss.202022.0188>, Ning and Ionides (2023) <arXiv:2110.10745>. Pre-print statistical software article: Asfaw et al. (2021) <arXiv:2101.01157>.

install.packages("spatPomp")

Try the spatPomp package in your browser