pomp: Statistical Inference for Partially Observed Markov Processes

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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.

Author
Aaron 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 publication
2015-07-06 10:49:42
Maintainer
Aaron A. King <kingaa@umich.edu>
License
GPL(>= 2)
Version
0.69-5
URLs

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...

Files in this package

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