pomp

Statistical Inference for Partially Observed Markov Processes

Tools for working with partially observed Markov process (POMP) models (also known as stochastic dynamical systems, hidden Markov models, and nonlinear, non-Gaussian, state-space models). The package 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 versatile platform for implementation of inference methods for general POMP models.

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Description file content

Package
pomp
Type
Package
Title
Statistical Inference for Partially Observed Markov Processes
Version
1.18
Date
2018-07-09
URL
Description
Tools for working with partially observed Markov process (POMP) models (also known as stochastic dynamical systems, hidden Markov models, and nonlinear, non-Gaussian, state-space models). The package 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 versatile platform for implementation of inference methods for general POMP models.
Depends
R(>= 3.1.2), methods
Imports
stats, graphics, digest, mvtnorm, deSolve, coda, subplex, nloptr
Suggests
magrittr, plyr, reshape2, ggplot2, knitr
SystemRequirements
For Windows users, Rtools (see https://cran.r-project.org/bin/windows/Rtools/).
License
GPL-3
LazyData
true
Contact
kingaa at umich dot edu
BugReports
https://github.com/kingaa/pomp/issues/
Collate
aaa.R authors.R bake.R generics.R eulermultinom.R csnippet.R safecall.R pomp_fun.R plugins.R builder.R parmat.R logmeanexp.R slice_design.R profile_design.R sobol.R bsplines.R sannbox.R pomp_class.R load.R pomp.R pomp_methods.R rmeasure_pomp.R rprocess_pomp.R initstate_pomp.R dmeasure_pomp.R dprocess_pomp.R skeleton_pomp.R dprior_pomp.R rprior_pomp.R simulate_pomp.R trajectory_pomp.R plot_pomp.R pfilter.R pfilter_methods.R minim.R traj_match.R bsmc.R bsmc2.R kalman.R kalman_methods.R mif.R mif_methods.R mif2.R mif2_methods.R proposals.R pmcmc.R pmcmc_methods.R nlf_funcs.R nlf_guts.R nlf_objfun.R nlf.R probe.R probe_match.R basic_probes.R spect.R spect_match.R abc.R abc_methods.R covmat.R example.R
NeedsCompilation
yes
Packaged
2018-07-09 14:56:52 UTC; kingaa
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], Sebastian Funk [ctb], Steven G. Johnson [ctb], Eamon O'Dea [ctb]
Maintainer
Aaron A. King
Repository
CRAN
Date/Publication
2018-07-09 18:20:03 UTC

install.packages('pomp')

1.18

4 months ago

https://kingaa.github.io/pomp/

Aaron A. King

GPL-3

Depends on

R(>= 3.1.2), methods

Imports

stats, graphics, digest, mvtnorm, deSolve, coda, subplex, nloptr

Suggests

magrittr, plyr, reshape2, ggplot2, knitr

Discussions