Statistical Inference for Partially Observed Markov Processes

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

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