pomp
swMATH10664CRANpompMaRDI QIDQ22622FDOQ22622
Statistical Inference for Partially Observed Markov Processes
A. A. King, Carles Bretó, Edward L. Ionides
Last update: 14 February 2024
Copyright license: GNU General Public License, version 3.0
Software version identifier: 4.7, 5.1, 0.17-2, 0.17-3, 0.18-1, 0.18-2, 0.18-3, 0.19-1, 0.20-2, 0.20-4, 0.20-8, 0.21-3, 0.22-4, 0.22-5, 0.22-6, 0.23-1, 0.23-2, 0.23-5, 0.23-6, 0.24-1, 0.24-5, 0.24-7, 0.25-4, 0.25-7, 0.26-3, 0.27-1, 0.27-2, 0.28-2, 0.28-5, 0.29-2, 0.29-5, 0.30-1, 0.31-1, 0.32-1, 0.32-5, 0.32-6, 0.33-1, 0.34-1, 0.34-2, 0.35-1, 0.36-1, 0.36-2, 0.36-4, 0.36-5, 0.36-7, 0.37-1, 0.38-1, 0.38-2, 0.38-3, 0.38-5, 0.39-1, 0.39-2, 0.39-3, 0.39-4, 0.40-1, 0.40-2, 0.41-1, 0.41-3, 0.42-1, 0.42-4, 0.43-1, 0.43-4, 0.43-8, 0.45-8, 0.49-1, 0.49-2, 0.53-1, 0.53-5, 0.65-1, 1.1.1.1, 1.2.1.1, 1.3.1.1, 1.4.1.1, 1.5, 1.6, 1.7, 1.8, 1.9, 1.10, 1.11, 1.12, 1.13, 1.14, 1.15, 1.16, 1.17, 1.18, 1.19, 2.1, 2.2, 2.3, 2.4, 2.5, 2.6, 2.7, 2.8, 3.1, 3.2, 3.3, 3.4, 3.5, 3.6, 4.1, 4.2, 4.3, 4.4, 4.5, 4.6, 5.2, 5.3, 5.4, 5.5, 5.6
Source code repository: https://github.com/cran/pomp
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.
Cited In (42)
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- Time Series Analysis for the State-Space Model with R/Stan
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- Inference of the generalized-growth model via maximum likelihood estimation: a reflection on the impact of overdispersion
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- Modeling spatial invasion of Ebola in West Africa
- Panel Data Analysis via Mechanistic Models
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- On idiosyncratic stochasticity of financial leverage effects
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- Comparison of the performance of particle filter algorithms applied to tracking of a disease epidemic
- A mathematical model to study the 2014--2015 large-scale dengue epidemics in Kaohsiung and Tainan cities in Taiwan, China
- Modeling the 2014--2015 Ebola virus disease outbreaks in Sierra Leone, Guinea, and Liberia with effect of high- and low-risk susceptible individuals
- panelPomp
- Epidemics
- Disentangling how multiple traits drive 2 strain frequencies in SIS dynamics with coinfection
- DTAT
- Modelling the skip-and-resurgence of Japanese encephalitis epidemics in Hong Kong
- Discussion of ``Feature matching in time series modeling by Y. Xia and H. Tong
- Sequential Bayesian inference for static parameters in dynamic state space models
- stops
- Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter
- spatPomp
- Particle Markov Chain Monte Carlo Methods
- Modelling the effects of the contaminated environments on tuberculosis in Jiangsu, China
- Time-scale analysis and parameter fitting for vector-borne diseases with spatial dynamics
- Gaussian process emulators for spatial individual‐level models of infectious disease
- Inference for partially observed epidemic dynamics guided by Kalman filtering techniques
- Time series analysis via mechanistic models
- A second-order iterated smoothing algorithm
- Estimating reducible stochastic differential equations by conversion to a least-squares problem
- Modeling and inference for infectious disease dynamics: a likelihood-based approach
- Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models
- Mechanistic modelling of the large-scale Lassa fever epidemics in Nigeria from 2016 to 2019
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