pomp: Statistical Inference for Partially Observed Markov Processes

Tools for working with partially observed Markov processes (POMPs, AKA stochastic dynamical systems, state-space models). 'pomp' 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 platform for the implementation of new inference methods.

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]
Date of publication2015-07-06 10:49:42
MaintainerAaron A. King <kingaa@umich.edu>
LicenseGPL(>= 2)
Version0.69-5
http://pomp.r-forge.r-project.org

View on R-Forge

Man pages

abc: Estimation by approximate Bayesian computation (ABC)

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

builder: Write, compile, and build a pomp object using native codes

csnippet: C code snippets for accelerating computations

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.

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

particles-mif: Generate particles from the user-specified distribution.

pfilter: Particle filter

plugins: Plug-ins for state-process models

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...

Functions

abc Man page
ABC Man page
abc-abc Man page
abc-abc Man page
abc,abc-method Man page
abc-class Man page
[-abcList Man page
abcList-class Man page
[,abcList-method Man page
abc-methods Man page
abc-pomp Man page
abc,pomp-method Man page
abc-probed.pomp Man page
abc,probed.pomp-method Man page
accumulator variables Man page
as.data.frame.pfilterd.pomp Man page
as.data.frame.pomp Man page
as,pfilterd.pomp-method Man page
as,pomp-method Man page
as,probed.pomp-method Man page
basic.probes Man page
Bayesian sequential Monte Carlo Man page
bbs Man page
blowflies Man page
blowflies1 Man page
blowflies2 Man page
bsmc Man page
bsmc2 Man page
bsmc2-pomp Man page
bsmc2,pomp-method Man page
$-bsmcd.pomp Man page
$,bsmcd.pomp-method Man page
bsmc-pomp Man page
bsmc,pomp-method Man page
bspline.basis Man page
c-abc Man page
c-abcList Man page
c,abcList-method Man page
c,abc-method Man page
c-mif Man page
c-mif2d.pomp Man page
c,mif2d.pomp-method Man page
c-mif2List Man page
c,mif2List-method Man page
c-mifList Man page
c,mifList-method Man page
c,mif-method Man page
coef<- Man page
coef<--pomp Man page
coef-pomp Man page
coef<-,pomp-method Man page
coef,pomp-method Man page
coerce,pfilterd.pomp,data.frame-method Man page
coerce,pomp,data.frame-method Man page
coerce,probed.pomp,data.frame-method Man page
cond.logLik Man page
cond.logLik-pfilterd.pomp Man page
cond.logLik,pfilterd.pomp-method Man page
continue Man page
continue-abc Man page
continue,abc-method Man page
continue-mif Man page
continue-mif2d.pomp Man page
continue,mif2d.pomp-method Man page
continue,mif-method Man page
continue-pmcmc Man page
continue,pmcmc-method Man page
conv.rec Man page
conv.rec-abc Man page
conv.rec-abcList Man page
conv.rec,abcList-method Man page
conv.rec,abc-method Man page
conv.rec-mif Man page
conv.rec-mif2d.pomp Man page
conv.rec,mif2d.pomp-method Man page
conv.rec-mif2List Man page
conv.rec,mif2List-method Man page
conv.rec-mifList Man page
conv.rec,mifList-method Man page
conv.rec,mif-method Man page
conv.rec-pmcmc Man page
conv.rec-pmcmcList Man page
conv.rec,pmcmcList-method Man page
conv.rec,pmcmc-method Man page
c-pmcmc Man page
c-pmcmcList Man page
c,pmcmcList-method Man page
c,pmcmc-method Man page
Csnippet Man page
Csnippet-class Man page
dacca Man page
data.array Man page
data.array-pomp Man page
data.array,pomp-method Man page
data.frame-pomp Man page
deulermultinom Man page
discrete.time.sim Man page
dmeasure Man page
dmeasure-pomp Man page
dmeasure,pomp-method Man page
dprior Man page
dprior-pomp Man page
dprior,pomp-method Man page
dprocess Man page
dprocess-pomp Man page
dprocess,pomp-method Man page
eff.sample.size Man page
eff.sample.size-pfilterd.pomp Man page
eff.sample.size,pfilterd.pomp-method Man page
eulermultinom Man page
euler.sim Man page
euler.sir Man page
ewcitmeas Man page
ewmeas Man page
Example pomp models Man page
filter.mean Man page
filter.mean-pfilterd.pomp Man page
filter.mean,pfilterd.pomp-method Man page
gillespie.sim Man page
gillespie.sir Man page
gompertz Man page
init.state Man page
init.state-pomp Man page
init.state,pomp-method Man page
logLik-nlfd.pomp Man page
logLik,nlfd.pomp-method Man page
logLik-pfilterd.pomp Man page
logLik,pfilterd.pomp-method Man page
logLik-pmcmc Man page
logLik,pmcmc-method Man page
logLik-probed.pomp Man page
logLik,probed.pomp-method Man page
logLik-traj.matched.pomp Man page
logLik,traj.matched.pomp-method Man page
logmeanexp Man page
LondonYorke Man page
matrix-pomp Man page
MCMC proposal distributions Man page
MCMC proposal functions Man page
mif Man page
mif2 Man page
mif2d.pomp-class Man page
mif2d.pomp-methods Man page
[-mif2List Man page
mif2List-class Man page
[,mif2List-method Man page
mif2-mif2d.pomp Man page
mif2,mif2d.pomp-method Man page
mif2-pfilterd.pomp Man page
mif2,pfilterd.pomp-method Man page
mif2-pomp Man page
mif2,pomp-method Man page
mif-class Man page
[-mifList Man page
mifList-class Man page
[,mifList-method Man page
mif-methods Man page
mif-mif Man page
mif,mif-method Man page
mif-pfilterd.pomp Man page
mif,pfilterd.pomp-method Man page
mif-pomp Man page
mif,pomp-method Man page
mvn.diag.rw Man page
mvn.rw Man page
nlf Man page
$-nlfd.pomp Man page
nlfd.pomp-class Man page
$,nlfd.pomp-method Man page
nlf-nlfd.pomp Man page
nlf,nlfd.pomp-method Man page
nlf-pomp Man page
nlf,pomp-method Man page
Nonlinear forecasting Man page
numeric-pomp Man page
obs Man page
obs-pomp Man page
obs,pomp-method Man page
onestep.dens Man page
onestep.sim Man page
ou2 Man page
parmat Man page
particle filter Man page
particles Man page
particles-mif Man page
particles,mif-method Man page
partrans Man page
partrans-pomp Man page
partrans,pomp-method Man page
periodic.bspline.basis Man page
pfilter Man page
$-pfilterd.pomp Man page
pfilterd.pomp Man page
pfilterd.pomp-class Man page
$,pfilterd.pomp-method Man page
pfilter-pfilterd.pomp Man page
pfilter,pfilterd.pomp-method Man page
pfilter-pomp Man page
pfilter,pomp-method Man page
plot-abc Man page
plot-abcList Man page
plot,abcList-method Man page
plot,abc-method Man page
plot-bsmcd.pomp Man page
plot,bsmcd.pomp-method Man page
plot-mif Man page
plot-mif2d.pomp Man page
plot,mif2d.pomp-method Man page
plot-mif2List Man page
plot,mif2List-method Man page
plot-mifList Man page
plot,mifList-method Man page
plot,mif-method Man page
plot-pmcmc Man page
plot-pmcmcList Man page
plot,pmcmcList-method Man page
plot,pmcmc-method Man page
plot-pomp Man page
plot,pomp-method Man page
plot-probed.pomp Man page
plot,probed.pomp-method Man page
plot-probe.matched.pomp Man page
plot,probe.matched.pomp-method Man page
plot,spect.matched.pomp-method Man page
plot-spect.pomp Man page
plot,spect.pomp-method Man page
plot,spect.pomp-method Man page
plugins Man page
pmcmc Man page
pmcmc-class Man page
[-pmcmcList Man page
pmcmcList-class Man page
[,pmcmcList-method Man page
pmcmc-methods Man page
pmcmc-pfilterd.pomp Man page
pmcmc,pfilterd.pomp-method Man page
pmcmc-pmcmc Man page
pmcmc,pmcmc-method Man page
pmcmc-pomp Man page
pmcmc,pomp-method Man page
pomp Man page
pompBuilder Man page
pomp-class Man page
pomp constructor Man page
pomp,data.frame-method Man page
pompExample Man page
pompExample Man page
pomp.fun Man page
pomp.fun,character-method Man page
pomp.fun-class Man page
pomp.fun,Csnippet-method Man page
pomp.fun,function-method Man page
pomp.fun-methods Man page
pomp.fun,missing-method Man page
pomp.fun,pomp.fun-method Man page
pompLoad Man page
pompLoad-pomp Man page
pompLoad,pomp-method Man page
pomp low-level interface Man page
pomp,matrix-method Man page
pomp methods Man page
pomp-methods Man page
pomp,numeric-method Man page
pomp package Man page
pomp-package Man page
pomp-pomp Man page
pomp,pomp-method Man page
POMP simulation Man page
pompUnload Man page
pompUnload-pomp Man page
pompUnload,pomp-method Man page
power spectrum computation and matching Man page
Power spectrum computation and matching Man page
pred.mean Man page
pred.mean-pfilterd.pomp Man page
pred.mean,pfilterd.pomp-method Man page
pred.var Man page
pred.var-pfilterd.pomp Man page
pred.var,pfilterd.pomp-method Man page
print-pomp Man page
print-pomp.fun Man page
print,pomp.fun-method Man page
print,pomp-method Man page
probe Man page
probe.acf Man page
probe.ccf Man page
$-probed.pomp Man page
probed.pomp-class Man page
$,probed.pomp-method Man page
probed.pomp-methods Man page
probe functions Man page
Probe functions Man page
probe.marginal Man page
probe.match Man page
$-probe.matched.pomp Man page
probe.matched.pomp-class Man page
$,probe.matched.pomp-method Man page
probe.matched.pomp-methods Man page
probe.match.objfun Man page
probe.match.objfun-pomp Man page
probe.match.objfun,pomp-method Man page
probe.match.objfun-probed.pomp Man page
probe.match.objfun,probed.pomp-method Man page
probe.match-pomp Man page
probe.match,pomp-method Man page
probe.match-probed.pomp Man page
probe.match,probed.pomp-method Man page
probe.match-probe.matched.pomp Man page
probe.match,probe.matched.pomp-method Man page
probe.mean Man page
probe.median Man page
probe.nlar Man page
probe.period Man page
probe-pomp Man page
probe,pomp-method Man page
probe-probed.pomp Man page
probe,probed.pomp-method Man page
probe.quantile Man page
Probes and synthetic likelihood Man page
probe.sd Man page
probe.var Man page
process model plugins Man page
profileDesign Man page
reulermultinom Man page
rgammawn Man page
ricker Man page
rmeasure Man page
rmeasure-pomp Man page
rmeasure,pomp-method Man page
rprior Man page
rprior-pomp Man page
rprior,pomp-method Man page
rprocess Man page
rprocess-pomp Man page
rprocess,pomp-method Man page
rw2 Man page
rw.sd Man page
sannbox Man page
sequential Monte Carlo Man page
show-pomp Man page
show-pomp.fun Man page
show,pomp.fun-method Man page
show,pomp-method Man page
Simulated annealing Man page
simulate-pomp Man page
simulate,pomp-method Man page
skeleton Man page
skeleton-pomp Man page
skeleton,pomp-method Man page
sliceDesign Man page
SMC Man page
sobol Man page
sobolDesign Man page
spect Man page
spect.match Man page
spect.matched.pomp-class Man page
spect.matched.pomp-methods Man page
spect.match-pomp Man page
spect.match,pomp-method Man page
spect.match-spect.pomp Man page
spect.match,spect.pomp-method Man page
spect-pomp Man page
spect.pomp-class Man page
spect,pomp-method Man page
spect.pomp-methods Man page
spect-spect.pomp Man page
spect,spect.pomp-method Man page
states Man page
states-pomp Man page
states,pomp-method Man page
summary-probed.pomp Man page
summary,probed.pomp-method Man page
summary-probe.matched.pomp Man page
summary,probe.matched.pomp-method Man page
summary-spect.matched.pomp Man page
summary,spect.matched.pomp-method Man page
summary-spect.pomp Man page
summary,spect.pomp-method Man page
summary-traj.matched.pomp Man page
summary,traj.matched.pomp-method Man page
The pomp package Man page
time<- Man page
time<--pomp Man page
time-pomp Man page
time<-,pomp-method Man page
time,pomp-method Man page
timezero Man page
timezero<- Man page
timezero<--pomp Man page
timezero-pomp Man page
timezero<-,pomp-method Man page
timezero,pomp-method Man page
trajectory Man page
Trajectory matching Man page
trajectory-pomp Man page
trajectory,pomp-method Man page
traj.match Man page
$-traj.matched.pomp Man page
traj.matched.pomp-class Man page
$,traj.matched.pomp-method Man page
traj.match.objfun Man page
traj.match.objfun-pomp Man page
traj.match.objfun,pomp-method Man page
traj.match-pomp Man page
traj.match,pomp-method Man page
traj.match-traj.matched.pomp Man page
traj.match,traj.matched.pomp-method Man page
values Man page
values-probed.pomp Man page
values,probed.pomp-method Man page
values-probe.matched.pomp Man page
values,probe.matched.pomp-method Man page
window-pomp Man page
window,pomp-method Man page

Files

pomp/.Rinstignore
pomp/DESCRIPTION
pomp/NAMESPACE
pomp/R
pomp/R/aaa.R pomp/R/abc-methods.R pomp/R/abc.R pomp/R/authors.R pomp/R/basic-probes.R pomp/R/bsmc.R pomp/R/bsmc2.R pomp/R/bsplines.R pomp/R/builder.R pomp/R/csnippet.R pomp/R/dmeasure-pomp.R pomp/R/dprior-pomp.R pomp/R/dprocess-pomp.R pomp/R/eulermultinom.R pomp/R/example.R pomp/R/generics.R pomp/R/init-state-pomp.R pomp/R/load.R pomp/R/logmeanexp.R pomp/R/mif-methods.R pomp/R/mif.R pomp/R/mif2-methods.R pomp/R/mif2.R pomp/R/minim.R pomp/R/nlf-funcs.R pomp/R/nlf-guts.R pomp/R/nlf-objfun.R pomp/R/nlf.R pomp/R/parmat.R pomp/R/pfilter-methods.R pomp/R/pfilter.R pomp/R/plot-pomp.R pomp/R/plugins.R pomp/R/pmcmc-methods.R pomp/R/pmcmc.R pomp/R/pomp-class.R pomp/R/pomp-fun.R pomp/R/pomp-methods.R pomp/R/pomp.R pomp/R/probe-match.R pomp/R/probe.R pomp/R/profile-design.R pomp/R/proposals.R pomp/R/rmeasure-pomp.R pomp/R/rprior-pomp.R pomp/R/rprocess-pomp.R pomp/R/sannbox.R pomp/R/simulate-pomp.R pomp/R/skeleton-pomp.R pomp/R/slice-design.R pomp/R/sobol.R pomp/R/spect-match.R pomp/R/spect.R pomp/R/traj-match.R pomp/R/trajectory-pomp.R
pomp/build
pomp/build/pomp.pdf
pomp/data
pomp/data/LondonYorke.rda
pomp/data/ewcitmeas.rda
pomp/data/ewmeas.rda
pomp/demo
pomp/demo/00Index
pomp/demo/gompertz.R
pomp/demo/logistic.R
pomp/demo/rw2.R
pomp/demo/sir.R
pomp/inst
pomp/inst/CITATION
pomp/inst/GPL
pomp/inst/NEWS
pomp/inst/NEWS.Rd
pomp/inst/TODO.md
pomp/inst/doc
pomp/inst/doc/index.html
pomp/inst/examples
pomp/inst/examples/bbs.R
pomp/inst/examples/blowflies.R
pomp/inst/examples/dacca.R
pomp/inst/examples/euler.sir.R
pomp/inst/examples/gillespie.sir.R
pomp/inst/examples/gompertz.R
pomp/inst/examples/ou2.R
pomp/inst/examples/ricker.R
pomp/inst/examples/rw2.R
pomp/inst/include
pomp/inst/include/pomp.h
pomp/man
pomp/man/abc.Rd pomp/man/basic-probes.Rd pomp/man/blowflies.Rd pomp/man/bsmc.Rd pomp/man/bsplines.Rd pomp/man/builder.Rd pomp/man/csnippet.Rd pomp/man/dacca.Rd pomp/man/design.Rd pomp/man/eulermultinom.Rd pomp/man/example.Rd pomp/man/gompertz.Rd pomp/man/logmeanexp.Rd pomp/man/lowlevel.Rd pomp/man/measles.Rd pomp/man/mif.Rd pomp/man/mif2.Rd pomp/man/nlf.Rd pomp/man/ou2.Rd pomp/man/package.Rd pomp/man/parmat.Rd pomp/man/particles-mif.Rd pomp/man/pfilter.Rd pomp/man/plugins.Rd pomp/man/pmcmc.Rd pomp/man/pomp-fun.Rd pomp/man/pomp-methods.Rd pomp/man/pomp.Rd pomp/man/probe.Rd pomp/man/proposals.Rd pomp/man/ricker.Rd pomp/man/rw2.Rd pomp/man/sannbox.Rd pomp/man/simulate-pomp.Rd pomp/man/sir.Rd pomp/man/spect.Rd pomp/man/traj-match.Rd
pomp/src
pomp/src/Makevars
pomp/src/R_init_pomp.c
pomp/src/SSA.f90
pomp/src/SSA_wrapper.c
pomp/src/blowfly.c
pomp/src/bspline.c
pomp/src/cholmodel.c
pomp/src/dmeasure.c
pomp/src/dprior.c
pomp/src/dprocess.c
pomp/src/dsobol.c
pomp/src/euler.c
pomp/src/eulermultinom.c
pomp/src/gompertz.c
pomp/src/initstate.c
pomp/src/lookup_table.c
pomp/src/lpa.c
pomp/src/mif.c
pomp/src/mif2.c
pomp/src/ou2.c
pomp/src/partrans.c
pomp/src/pfilter.c
pomp/src/pomp.h
pomp/src/pomp_fun.c
pomp/src/pomp_internal.h
pomp/src/pomp_mat.h
pomp/src/probe.c
pomp/src/probe_acf.c
pomp/src/probe_marginal.c
pomp/src/probe_nlar.c
pomp/src/ricker.c
pomp/src/rmeasure.c
pomp/src/rprior.c
pomp/src/rprocess.c
pomp/src/simulate.c
pomp/src/sir.c
pomp/src/skeleton.c
pomp/src/sobol.f
pomp/src/synth_lik.c
pomp/src/trajectory.c
pomp/src/tsir.c
pomp/src/userdata.c
pomp/tests
pomp/tests/bbs-trajmatch.R
pomp/tests/bbs-trajmatch.Rout.save
pomp/tests/bbs.R
pomp/tests/bbs.Rout.save
pomp/tests/blowflies.R
pomp/tests/blowflies.Rout.save
pomp/tests/dacca.R
pomp/tests/dacca.Rout.save
pomp/tests/demos.R
pomp/tests/dimchecks.R
pomp/tests/dimchecks.Rout.save
pomp/tests/fhn.R
pomp/tests/fhn.Rout.save
pomp/tests/filtfail.R
pomp/tests/filtfail.Rout.save
pomp/tests/getting_started.R
pomp/tests/getting_started.Rout.save
pomp/tests/gillespie.R
pomp/tests/gillespie.Rout.save
pomp/tests/gompertz.R
pomp/tests/gompertz.Rout.save
pomp/tests/logistic.R
pomp/tests/logistic.Rout.save
pomp/tests/ou2-abc.R
pomp/tests/ou2-abc.Rout.save
pomp/tests/ou2-bsmc.R
pomp/tests/ou2-bsmc.Rout.save
pomp/tests/ou2-bsmc2.R
pomp/tests/ou2-bsmc2.Rout.save
pomp/tests/ou2-forecast.R
pomp/tests/ou2-forecast.Rout.save
pomp/tests/ou2-kalman.R
pomp/tests/ou2-kalman.Rout.save
pomp/tests/ou2-mif-fp.R
pomp/tests/ou2-mif-fp.Rout.save
pomp/tests/ou2-mif.R
pomp/tests/ou2-mif.Rout.save
pomp/tests/ou2-mif2.R
pomp/tests/ou2-mif2.Rout.save
pomp/tests/ou2-nlf.R
pomp/tests/ou2-nlf.Rout.save
pomp/tests/ou2-pmcmc.R
pomp/tests/ou2-pmcmc.Rout.save
pomp/tests/ou2-probe.R
pomp/tests/ou2-probe.Rout.save
pomp/tests/ou2-procmeas.R
pomp/tests/ou2-procmeas.Rout.save
pomp/tests/ou2-simulate.R
pomp/tests/ou2-simulate.Rout.save
pomp/tests/ou2-spect.R
pomp/tests/ou2-spect.Rout.save
pomp/tests/ou2-trajmatch.R
pomp/tests/ou2-trajmatch.Rout.save
pomp/tests/partrans.R
pomp/tests/partrans.Rout.save
pomp/tests/pfilter.R
pomp/tests/pfilter.Rout.save
pomp/tests/pomppomp.R
pomp/tests/pomppomp.Rout.save
pomp/tests/prior.R
pomp/tests/prior.Rout.save
pomp/tests/ricker-bsmc.R
pomp/tests/ricker-bsmc.Rout.save
pomp/tests/ricker-probe.R
pomp/tests/ricker-probe.Rout.save
pomp/tests/ricker-spect.R
pomp/tests/ricker-spect.Rout.save
pomp/tests/ricker.R
pomp/tests/ricker.Rout.save
pomp/tests/rw2.R
pomp/tests/rw2.Rout.save
pomp/tests/sir.R
pomp/tests/sir.Rout.save
pomp/tests/skeleton.R
pomp/tests/skeleton.Rout.save
pomp/tests/steps.R
pomp/tests/steps.Rout.save
pomp/tests/synlik.R
pomp/tests/synlik.Rout.save

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.