Statistical Inference for Partially Observed Markov Processes

Documentation for package ‘pomp’ version 5.10

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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
accumvars	accumulator variables

-- 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
bsplines	B-spline bases
bspline_basis	B-spline bases

-- C --

c	Concatenate
c.Pomp	Concatenate
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
compartmental_models	Compartmental epidemiological models
concat	Concatenate
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	Eulermultinomial and gamma-whitenoise distributions
dinit	dinit workhorse
dinit-method	dinit workhorse
dinit_spec	dinit specification
discrete_time	rprocess specification
dmeasure	dmeasure workhorse
dmeasure-method	dmeasure workhorse
dmeasure_spec	dmeasure specification
dprior	dprior workhorse
dprior-method	dprior workhorse
dprocess	dprocess workhorse
dprocess-method	dprocess workhorse
dprocess_spec	dprocess specification

-- 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 workhorse
emeasure-method	emeasure workhorse
emeasure_spec	emeasure specification
enkf	Ensemble Kalman filters
enkf-method	Ensemble Kalman filters
estimation_algorithms	Parameter estimation algorithms for POMP models.
euler	rprocess specification
eulermultinom	Eulermultinomial and gamma-whitenoise distributions
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 workhorse
flow-method	flow workhorse
forecast	Forecast mean
forecast-method	Forecast mean
freeze	Tools for reproducible computations

-- G --

gillespie	rprocess specification
gillespie_hl	rprocess specification
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	skeleton specification
mcap	Monte Carlo adjusted profile
melt	Melt
melt-method	Melt
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

-- O --

obs	obs
obs-method	obs
onestep	rprocess specification
ou2	Two-dimensional discrete-time Ornstein-Uhlenbeck process

-- P --

parameter_trans	parameter transformations
parameter_trans-method	parameter transformations
parmat	Create a matrix of parameters
parmat-method	Create a matrix of parameters
partrans	partrans workhorse
partrans-method	partrans workhorse
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,package	Inference for partially observed Markov processes
pomp_constructor	Constructor of the basic pomp object
pomp_examples	pre-built pomp examples
pred_mean	Prediction mean
pred_mean-method	Prediction mean
pred_var	Prediction variance
pred_var-method	Prediction variance
priors	prior specification
prior_spec	prior specification
probe	Probes (AKA summary statistics)
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_match	Probe matching
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_objfun	Probe matching
probe_objfun-method	Probe matching
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
profile_design	Design matrices for pomp calculations
proposals	MCMC proposal distributions

-- R --

rbetabinom	Beta-binomial distribution
repair_lookup_table	Covariates
reproducibility_tools	Tools for reproducible computations
reulermultinom	Eulermultinomial and gamma-whitenoise distributions
rgammawn	Eulermultinomial and gamma-whitenoise distributions
ricker	Ricker model with Poisson observations.
rinit	rinit workhorse
rinit-method	rinit workhorse
rinit_spec	rinit specification
rmeasure	rmeasure workhorse
rmeasure-method	rmeasure workhorse
rmeasure_spec	rmeasure specification
rprior	rprior workhorse
rprior-method	rprior workhorse
rprocess	rprocess workhorse
rprocess-method	rprocess workhorse
rprocess_spec	rprocess specification
runif_design	Design matrices for pomp calculations
rw2	Two-dimensional random-walk process
rw_sd	rw_sd

-- 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
sir2	Compartmental epidemiological models
SIR_models	Compartmental epidemiological models
skeleton	skeleton workhorse
skeleton-method	skeleton workhorse
skeleton_spec	skeleton specification
slice_design	Design matrices for pomp calculations
sobol_design	Design matrices for pomp calculations
spect	Power spectrum
spect-method	Power spectrum
spect_match	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-method	Trajectory of a deterministic model
traj_match	Trajectory matching
traj_objfun	Trajectory matching
traj_objfun-method	Trajectory matching
transformations	Transformations

-- U --

userdata

Facilities for making additional information to basic components

-- V --

vectorfield	skeleton specification
verhulst	Verhulst-Pearl model
vmeasure	vmeasure workhorse
vmeasure-method	vmeasure workhorse
vmeasure_spec	vmeasure specification

-- W --

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