Statistical Inference for Partially Observed Markov Processes


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Documentation for package ‘pomp’ version 4.2

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A B C D E F G H I K L M N O P R S T U V W

pomp-package Inference for partially observed Markov processes

-- A --

abc Approximate Bayesian computation
abc-method Approximate Bayesian computation
accumulator variables accumulator variables
accumvars accumulator variables
approximate Bayesian computation Approximate Bayesian computation

-- B --

bake Tools for reproducible computations.
basic components Basic POMP model components.
basic probes Useful probes for partially-observed Markov processes
betabinomial Beta-binomial distribution
blowflies Nicholson's blowflies.
blowflies1 Nicholson's blowflies.
blowflies2 Nicholson's blowflies.
bsflu Influenza outbreak in a boarding school
bsmc2 The Liu and West Bayesian particle filter
bsmc2-method The Liu and West Bayesian particle filter
bspline.basis B-spline bases
bsplines B-spline bases

-- C --

childhood disease data Historical childhood disease incidence data
coef Extract, set, or alter coefficients
coef-method Extract, set, or alter coefficients
coef<- Extract, set, or alter coefficients
coef<--method Extract, set, or alter coefficients
cond.logLik Conditional log likelihood
cond.logLik-method Conditional log likelihood
continue Continue an iterative calculation
continue-method Continue an iterative calculation
covariates Covariates
covariate_table Covariates
covariate_table-method Covariates
covmat Estimate a covariance matrix from algorithm traces
covmat-method Estimate a covariance matrix from algorithm traces
Csnippet C snippets

-- D --

dacca Model of cholera transmission for historic Bengal.
dbetabinom Beta-binomial distribution
design Design matrices for pomp calculations
deulermultinom Probability distributions
discrete_time The latent state process simulator
distributions Probability distributions
dmeasure dmeasure
dmeasure specification The measurement model density
dmeasure-method dmeasure
dprior dprior
dprior-method dprior
dprocess dprocess
dprocess specification The latent state process density
dprocess-method dprocess

-- E --

eakf Ensemble Kalman filters
eakf-method Ensemble Kalman filters
ebola Ebola outbreak, West Africa, 2014-2016
ebolaModel Ebola outbreak, West Africa, 2014-2016
ebolaWA2014 Ebola outbreak, West Africa, 2014-2016
eff.sample.size Effective sample size
eff.sample.size-method Effective sample size
elementary algorithms Elementary computations on POMP models.
emeasure emeasure
emeasure specification The expectation of the measurement model
emeasure-method emeasure
enkf Ensemble Kalman filters
enkf-method Ensemble Kalman filters
estimation algorithms Parameter estimation algorithms for POMP models.
euler The latent state process simulator
ewcitmeas Historical childhood disease incidence data
ewmeas Historical childhood disease incidence data
expit Transformations

-- F --

filter.mean Filtering mean
filter.mean-method Filtering mean
filter.traj Filtering trajectories
filter.traj-method Filtering trajectories
flow Flow of a deterministic model
flow-method Flow of a deterministic model
forecast Forecast mean
forecast-method Forecast mean
freeze Tools for reproducible computations.

-- G --

gillespie The latent state process simulator
gillespie_hl The latent state process simulator
gompertz Gompertz model with log-normal observations.

-- H --

hitch Hitching C snippets and R functions to pomp_fun objects

-- I --

inv_log_barycentric Transformations

-- K --

kalman Ensemble Kalman filters
kalmanFilter Kalman filter

-- L --

logit Transformations
logLik Log likelihood
logLik-method Log likelihood
logmeanexp The log-mean-exp trick
log_barycentric Transformations
LondonYorke Historical childhood disease incidence data
lookup Lookup table

-- M --

map The deterministic skeleton of a model
mcap Monte Carlo adjusted profile
mif2 Iterated filtering: maximum likelihood by iterated, perturbed Bayes maps
mif2-method Iterated filtering: maximum likelihood by iterated, perturbed Bayes maps
mvn.diag.rw MCMC proposal distributions
mvn.rw MCMC proposal distributions
mvn.rw.adaptive MCMC proposal distributions

-- N --

nlf Nonlinear forecasting
nlf_objfun Nonlinear forecasting
nlf_objfun-method Nonlinear forecasting
nonlinear forecasting Nonlinear forecasting

-- O --

obs obs
obs-method obs
onestep The latent state process simulator
ou2 Two-dimensional discrete-time Ornstein-Uhlenbeck process

-- P --

parameter transformations Parameter transformations
parameter_trans Parameter transformations
parameter_trans-method Parameter transformations
parmat Create a matrix of parameters
parmat-method Create a matrix of parameters
partrans partrans
partrans-method partrans
parus Parus major population dynamics
periodic.bspline.basis B-spline bases
pfilter Particle filter
pfilter-method Particle filter
plot pomp plotting facilities
plot-method pomp plotting facilities
pmcmc The particle Markov chain Metropolis-Hastings algorithm
pmcmc-method The particle Markov chain Metropolis-Hastings algorithm
pomp Constructor of the basic pomp object
pomp examples pomp_examples
pomp,package Inference for partially observed Markov processes
pred.mean Prediction mean
pred.mean-method Prediction mean
pred.var Prediction variance
pred.var-method Prediction variance
prior specification prior distribution
probe Probes (AKA summary statistics)
probe matching Probe matching
probe-method Probes (AKA summary statistics)
probe.acf Useful probes for partially-observed Markov processes
probe.ccf Useful probes for partially-observed Markov processes
probe.marginal Useful probes for partially-observed Markov processes
probe.mean Useful probes for partially-observed Markov processes
probe.median Useful probes for partially-observed Markov processes
probe.nlar Useful probes for partially-observed Markov processes
probe.period Useful probes for partially-observed Markov processes
probe.quantile Useful probes for partially-observed Markov processes
probe.sd Useful probes for partially-observed Markov processes
probe.var Useful probes for partially-observed Markov processes
probe_objfun Probe matching
probe_objfun-method Probe matching
profile_design Design matrices for pomp calculations
proposals MCMC proposal distributions

-- R --

rbetabinom Beta-binomial distribution
reproducibility tools Tools for reproducible computations.
reulermultinom Probability distributions
rgammawn Probability distributions
ricker Ricker model with Poisson observations.
rinit rinit
rinit specification The initial-state distribution
rinit-method rinit
rmeasure rmeasure
rmeasure specification The measurement-model simulator
rmeasure-method rmeasure
rprior rprior
rprior-method rprior
rprocess rprocess
rprocess specification The latent state process simulator
rprocess-method rprocess
runif_design Design matrices for pomp calculations
rw.sd rw.sd
rw2 Two-dimensional random-walk process

-- S --

sannbox Simulated annealing with box constraints.
saved.states Saved states
saved.states-method Saved states
simulate Simulations of a partially-observed Markov process
simulate-method Simulations of a partially-observed Markov process
sir Compartmental epidemiological models
SIR models Compartmental epidemiological models
sir2 Compartmental epidemiological models
skeleton skeleton
skeleton specification The deterministic skeleton of a model
skeleton-method skeleton
slice_design Design matrices for pomp calculations
sobol_design Design matrices for pomp calculations
spect Power spectrum
spect-method Power spectrum
spectrum matching Spectrum matching
spect_objfun Spectrum matching
spect_objfun-method Spectrum matching
spy Spy
spy-method Spy
states Latent states
states-method Latent states
stew Tools for reproducible computations.
summary Summary methods
summary-method Summary methods

-- T --

time Methods to extract and manipulate the obseration times
time-method Methods to extract and manipulate the obseration times
time<- Methods to extract and manipulate the obseration times
time<--method Methods to extract and manipulate the obseration times
timezero The zero time
timezero-method The zero time
timezero<- The zero time
timezero<--method The zero time
traces Traces
traces-method Traces
trajectory Trajectory of a deterministic model
trajectory matching Trajectory matching
trajectory-method Trajectory of a deterministic model
traj_objfun Trajectory matching
traj_objfun-method Trajectory matching
transformations Transformations

-- U --

userdata Facilities for making additional information to basic components

-- V --

vectorfield The deterministic skeleton of a model
verhulst Verhulst-Pearl model
vmeasure vmeasure
vmeasure specification The variance of the measurement model
vmeasure-method vmeasure

-- W --

window Window
window-method Window
workhorses Workhorse functions for the 'pomp' algorithms.
wpfilter Weighted particle filter
wpfilter-method Weighted particle filter