pomp-package              package:pomp              R Documentation

_P_a_r_t_i_a_l_l_y-_o_b_s_e_r_v_e_d _M_a_r_k_o_v _p_r_o_c_e_s_s_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     The 'pomp' package provides facilities for inference on time
     series data using partially-observed Markov processes (AKA
     state-space models or nonlinear stochastic dynamical systems). The
     user encodes a model as a 'pomp' object by providing functions
     specifying some or all of the model's process and measurement
     components. The package's algorithms for fitting models to data,
     simulating, etc. then call these functions. At the moment,
     algorithms are provided for particle filtering (AKA sequential
     Monte Carlo or sequential importance sampling, see 'pfilter'), the
     likelihood maximization by iterated filtering (MIF) method of
     Ionides, Breto, and King (PNAS, 103:18438-18443, 2006, see 'mif'),
     and the nonlinear forecasting algorithm of Kendall, Ellner, et al.
     (Ecol. Monog. 75:259-276, 2005, see 'nlf'). Future support for a
     variety of other algorithms is envisioned. A working group of the
     National Center for Ecological Analysis and Synthesis (NCEAS),
     "Inference for Mechanistic Models", is currently implementing and
     testing additional methods for this package.

     The package is provided under the GNU Public License (GPL).
     Contributions are welcome, as are comments, suggestions for
     improvements, and bug reports.

_C_l_a_s_s_e_s:

     The basic class, 'pomp', is provided to encode a
     partially-observed Markov process together with a uni- or
     multi-variate data set.

_V_i_g_n_e_t_t_e_s:

     The vignette intro_to_pomp illustrates the facilities of the
     package using familiar stochastic processes. Run
     'vignette("intro_to_pomp")' or look at the HTML documentation to
     view the vignette.

_A_u_t_h_o_r(_s):

     Aaron A. King kingaa at umich dot edu

_S_e_e _A_l_s_o:

     'pomp', 'simulate-pomp', 'mif', 'nlf'

