Package: pomp 5.11

Aaron A. King

pomp: Statistical Inference for Partially Observed Markov Processes

Tools for data analysis 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.

Authors:Aaron A. King [aut, cre], Edward L. Ionides [aut], Carles Bretó [aut], Stephen P. Ellner [ctb], Matthew J. Ferrari [ctb], Sebastian Funk [ctb], Steven G. Johnson [ctb], Bruce E. Kendall [ctb], Michael Lavine [ctb], Dao Nguyen [ctb], Eamon B. O'Dea [ctb], Daniel C. Reuman [ctb], Helen Wearing [ctb], Simon N. Wood [ctb]

pomp_5.11.tar.gz
pomp_5.11.tar.gz(r-4.5-noble)pomp_5.11.tar.gz(r-4.4-noble)
pomp_5.11.tgz(r-4.4-emscripten)pomp_5.11.tgz(r-4.3-emscripten)
pomp.pdf |pomp.html
pomp/json (API)
NEWS

# Install 'pomp' in R:
install.packages('pomp', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/kingaa/pomp/issues

Uses libs:
  • openblas– Optimized BLAS
Datasets:
  • LondonYorke - Historical childhood disease incidence data
  • blowflies - Nicholson's blowflies.
  • bsflu - Influenza outbreak in a boarding school
  • ebolaWA2014 - Ebola outbreak, West Africa, 2014-2016
  • ewcitmeas - Historical childhood disease incidence data
  • ewmeas - Historical childhood disease incidence data
  • parus - Parus major population dynamics

7.13 score 4 packages 1.3k scripts 2.4k downloads 19 mentions 125 exports 6 dependencies

Last updated 3 months agofrom:2eabcb117c. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 12 2024
R-4.5-linux-x86_64OKNov 12 2024

Exports:abcas_pompbakeblowflies1blowflies2bsmc2bspline_basiscoefcoef<-concatcond_logLikcontinuecovariate_tablecovmatCsnippetdaccadbetabinomdeulermultinomdinitdiscrete_timedmeasuredpriordprocesseakfebolaModeleff_sample_sizeemeasureenkfeulerexpitfilter_meanfilter_trajflowforecastfreezegillespiegillespie_hlgompertzhitchinv_log_barycentrickalmanFilterlog_barycentriclogitlogLiklogmeanexplookupmapmcapmeltmif2mvn_diag_rwmvn_rwmvn_rw_adaptivenlf_objfunobsonestepou2parameter_transparmatpartransperiodic_bspline_basispfilterplotpmcmcpomppompLoadpompUnloadpred_meanpred_varprintprobeprobe_acfprobe_ccfprobe_marginalprobe_meanprobe_medianprobe_nlarprobe_objfunprobe_periodprobe_quantileprobe_sdprobe_varprofile_designrbetabinomrepair_lookup_tablereulermultinomrgammawnrickerrinitrmeasurerpriorrprocessrunif_designrw_sdrw2sannboxsaved_statesshowsimulatesirsir2skeletonslice_designsobol_designsolibs<-spectspect_objfunspystatesstewsummarysystematic_resampletimetime<-timezerotimezero<-tracestraj_objfuntrajectoryvectorfieldverhulstvmeasurewindowwpfilterwquant

Dependencies:codadata.tabledeSolvedigestlatticemvtnorm

Readme and manuals

Help Manual

Help pageTopics
Inference for partially observed Markov processespomp-package pomp,package
Approximate Bayesian computationabc abc,abcd_pomp-method abc,ANY-method abc,data.frame-method abc,missing-method abc,pomp-method abc,probed_pomp-method
accumulator variablesaccumvars
Basic POMP model components.basic_components
Useful probes for partially-observed Markov processesbasic_probes probe_acf probe_ccf probe_marginal probe_mean probe_median probe_nlar probe_period probe_quantile probe_sd probe_var
Beta-binomial distributionbetabinomial dbetabinom rbetabinom
Nicholson's blowflies.blowflies blowflies1 blowflies2
Influenza outbreak in a boarding schoolbsflu
The Liu and West Bayesian particle filterbsmc2 bsmc2,ANY-method bsmc2,data.frame-method bsmc2,missing-method bsmc2,pomp-method
B-spline basesbsplines bspline_basis periodic_bspline_basis
Historical childhood disease incidence datachildhood_disease_data ewcitmeas ewmeas LondonYorke
Extract, set, or alter coefficientscoef coef,listie-method coef,objfun-method coef,pomp-method coef<- coef<-,missing-method coef<-,objfun-method coef<-,pomp-method
Compartmental epidemiological modelscompartmental_models sir sir2 SIR_models
Concatenatec c.Pomp concat
Conditional log likelihoodcond_logLik cond_logLik,ANY-method cond_logLik,bsmcd_pomp-method cond_logLik,kalmand_pomp-method cond_logLik,missing-method cond_logLik,pfilterd_pomp-method cond_logLik,pfilterList-method cond_logLik,wpfilterd_pomp-method
Continue an iterative calculationcontinue continue,abcd_pomp-method continue,ANY-method continue,mif2d_pomp-method continue,missing-method continue,pmcmcd_pomp-method
Covariatescovariates covariate_table covariate_table,ANY-method covariate_table,character-method covariate_table,missing-method covariate_table,numeric-method repair_lookup_table
Estimate a covariance matrix from algorithm tracescovmat covmat,abcd_pomp-method covmat,abcList-method covmat,ANY-method covmat,missing-method covmat,pmcmcd_pomp-method covmat,pmcmcList-method covmat,probed_pomp-method
C snippetsCsnippet
Model of cholera transmission for historic Bengal.dacca
Design matrices for pomp calculationsdesign profile_design runif_design slice_design sobol_design
dinit workhorsedinit dinit,ANY-method dinit,missing-method dinit,pomp-method
dinit specificationdinit_spec
dmeasure workhorsedmeasure dmeasure,ANY-method dmeasure,missing-method dmeasure,pomp-method
dmeasure specificationdmeasure_spec
dprior workhorsedprior dprior,ANY-method dprior,missing-method dprior,pomp-method
dprocess workhorsedprocess dprocess,ANY-method dprocess,missing-method dprocess,pomp-method
dprocess specificationdprocess_spec
Ebola outbreak, West Africa, 2014-2016ebola ebolaModel ebolaWA2014
Effective sample sizeeff_sample_size eff_sample_size,ANY-method eff_sample_size,bsmcd_pomp-method eff_sample_size,missing-method eff_sample_size,pfilterd_pomp-method eff_sample_size,pfilterList-method eff_sample_size,wpfilterd_pomp-method
Elementary computations on POMP models.elementary_algorithms
emeasure workhorseemeasure emeasure,ANY-method emeasure,missing-method emeasure,pomp-method
emeasure specificationemeasure_spec
Parameter estimation algorithms for POMP models.estimation_algorithms
Eulermultinomial and gamma-whitenoise distributionsdeulermultinom eulermultinom reulermultinom rgammawn
Filtering meanfilter_mean filter_mean,ANY-method filter_mean,kalmand_pomp-method filter_mean,missing-method filter_mean,pfilterd_pomp-method
Filtering trajectoriesfilter_traj filter_traj,ANY-method filter_traj,listie-method filter_traj,missing-method filter_traj,pfilterd_pomp-method filter_traj,pmcmcd_pomp-method
flow workhorseflow flow,ANY-method flow,missing-method flow,pomp-method
Forecast meanforecast forecast,ANY-method forecast,kalmand_pomp-method forecast,missing-method forecast,pfilterd_pomp-method
Gompertz model with log-normal observations.gompertz
Hitching C snippets and R functions to pomp_fun objectshitch
Ensemble Kalman filterseakf eakf,ANY-method eakf,data.frame-method eakf,missing-method eakf,pomp-method enkf enkf,ANY-method enkf,data.frame-method enkf,kalmand_pomp-method enkf,missing-method enkf,pomp-method kalman
Kalman filterkalmanFilter
Log likelihoodlogLik logLik,ANY-method logLik,bsmcd_pomp-method logLik,kalmand_pomp-method logLik,listie-method logLik,missing-method logLik,nlf_objfun-method logLik,objfun-method logLik,pfilterd_pomp-method logLik,pmcmcd_pomp-method logLik,probed_pomp-method logLik,spect_match_objfun-method logLik,wpfilterd_pomp-method
The log-mean-exp tricklogmeanexp
Lookup tablelookup
Monte Carlo adjusted profilemcap
Meltmelt melt,ANY-method melt,array-method melt,list-method melt,missing-method
Iterated filtering: maximum likelihood by iterated, perturbed Bayes mapsmif2 mif2,ANY-method mif2,data.frame-method mif2,mif2d_pomp-method mif2,missing-method mif2,pfilterd_pomp-method mif2,pomp-method
Nonlinear forecastingnlf nlf_objfun nlf_objfun,ANY-method nlf_objfun,data.frame-method nlf_objfun,missing-method nlf_objfun,nlf_objfun-method nlf_objfun,pomp-method
obsobs obs,ANY-method obs,listie-method obs,missing-method obs,pomp-method
Two-dimensional discrete-time Ornstein-Uhlenbeck processou2
parameter transformationsparameter_trans parameter_trans,ANY,ANY-method parameter_trans,ANY,missing-method parameter_trans,character,character-method parameter_trans,Csnippet,Csnippet-method parameter_trans,function,function-method parameter_trans,missing,ANY-method parameter_trans,missing,missing-method parameter_trans,NULL,NULL-method parameter_trans,pomp_fun,pomp_fun-method
Create a matrix of parametersparmat parmat,ANY-method parmat,array-method parmat,data.frame-method parmat,missing-method parmat,numeric-method
partrans workhorsepartrans partrans,ANY-method partrans,missing-method partrans,objfun-method partrans,pomp-method
Parus major population dynamicsparus
Particle filterpfilter pfilter,ANY-method pfilter,data.frame-method pfilter,missing-method pfilter,objfun-method pfilter,pfilterd_pomp-method pfilter,pomp-method
pomp plotting facilitiesplot plot,Abc-method plot,bsmcd_pomp-method plot,Mif2-method plot,missing-method plot,Pmcmc-method plot,pomp-method plot,pomp_plottable-method plot,probed_pomp-method plot,probe_match_objfun-method plot,spectd_pomp-method plot,spect_match_objfun-method
The particle Markov chain Metropolis-Hastings algorithmpmcmc pmcmc,ANY-method pmcmc,data.frame-method pmcmc,missing-method pmcmc,pfilterd_pomp-method pmcmc,pmcmcd_pomp-method pmcmc,pomp-method
Constructor of the basic pomp objectpomp pomp_constructor
pre-built pomp examplespomp_examples
Prediction meanpred_mean pred_mean,ANY-method pred_mean,kalmand_pomp-method pred_mean,missing-method pred_mean,pfilterd_pomp-method
Prediction variancepred_var pred_var,ANY-method pred_var,missing-method pred_var,pfilterd_pomp-method
prior specificationpriors prior_spec
Probes (AKA summary statistics)probe probe,ANY-method probe,data.frame-method probe,missing-method probe,objfun-method probe,pomp-method probe,probed_pomp-method probe,probe_match_objfun-method
Probe matchingprobe_match probe_objfun probe_objfun,ANY-method probe_objfun,data.frame-method probe_objfun,missing-method probe_objfun,pomp-method probe_objfun,probed_pomp-method probe_objfun,probe_match_objfun-method
MCMC proposal distributionsmvn_diag_rw mvn_rw mvn_rw_adaptive proposals
Tools for reproducible computationsbake freeze reproducibility_tools stew
Ricker model with Poisson observations.ricker
rinit workhorserinit rinit,ANY-method rinit,missing-method rinit,pomp-method
rinit specificationrinit_spec
rmeasure workhorsermeasure rmeasure,ANY-method rmeasure,missing-method rmeasure,pomp-method
rmeasure specificationrmeasure_spec
rprior workhorserprior rprior,ANY-method rprior,missing-method rprior,pomp-method
rprocess workhorserprocess rprocess,ANY-method rprocess,missing-method rprocess,pomp-method
rprocess specificationdiscrete_time euler gillespie gillespie_hl onestep rprocess_spec
rw_sdrw_sd
Two-dimensional random-walk processrw2
Simulated annealing with box constraints.sannbox
Saved statessaved_states saved_states,ANY-method saved_states,missing-method saved_states,pfilterd_pomp-method saved_states,pfilterList-method
Simulations of a partially-observed Markov processsimulate simulate,data.frame-method simulate,missing-method simulate,objfun-method simulate,pomp-method
skeleton workhorseskeleton skeleton,ANY-method skeleton,missing-method skeleton,pomp-method
skeleton specificationmap skeleton_spec vectorfield
Power spectrumspect spect,ANY-method spect,data.frame-method spect,missing-method spect,objfun-method spect,pomp-method spect,spectd_pomp-method spect,spect_match_objfun-method
Spectrum matchingspect_match spect_objfun spect_objfun,ANY-method spect_objfun,data.frame-method spect_objfun,missing-method spect_objfun,pomp-method spect_objfun,spectd_pomp-method spect_objfun,spect_match_objfun-method
Spyspy spy,ANY-method spy,missing-method spy,pomp-method
Latent statesstates states,ANY-method states,listie-method states,missing-method states,pomp-method
Summary methodssummary summary,objfun-method summary,probed_pomp-method summary,spectd_pomp-method
Methods to extract and manipulate the obseration timestime time,listie-method time,missing-method time,pomp-method time<- time<-,pomp-method
The zero timetimezero timezero,ANY-method timezero,missing-method timezero,pomp-method timezero<- timezero<-,ANY-method timezero<-,missing-method timezero<-,pomp-method
Tracestraces traces,abcd_pomp-method traces,abcList-method traces,ANY-method traces,mif2d_pomp-method traces,mif2List-method traces,missing-method traces,pmcmcd_pomp-method traces,pmcmcList-method
Trajectory matchingtraj_match traj_objfun traj_objfun,ANY-method traj_objfun,data.frame-method traj_objfun,missing-method traj_objfun,pomp-method traj_objfun,traj_match_objfun-method
Trajectory of a deterministic modeltrajectory trajectory,ANY-method trajectory,data.frame-method trajectory,missing-method trajectory,pomp-method trajectory,traj_match_objfun-method
Transformationsexpit inv_log_barycentric logit log_barycentric transformations
Facilities for making additional information to basic componentsuserdata
Verhulst-Pearl modelverhulst
vmeasure workhorsevmeasure vmeasure,ANY-method vmeasure,missing-method vmeasure,pomp-method
vmeasure specificationvmeasure_spec
Windowwindow window,pomp-method
Workhorse functions for the 'pomp' algorithms.workhorses
Weighted particle filterwpfilter wpfilter,ANY-method wpfilter,data.frame-method wpfilter,missing-method wpfilter,pomp-method wpfilter,wpfilterd_pomp-method
Weighted quantile functionwquant