estimation_algorithms function

Parameter estimation algorithms for POMP models.

pomp currently implements the following algorithms for estimating model parameters:

• iterated filtering (IF2)
• particle Markov chain Monte Carlo (PMCMC)
• approximate Bayesian computation (ABC)
• probe-matching via synthetic likelihood
• nonlinear forecasting
• power-spectrum matching
• Liu-West Bayesian sequential Monte Carlo
• Ensemble and ensemble-adjusted Kalman filters

Details

Help pages detailing each estimation algorithm are provided.

See Also

basic model components , workhorse functions , elementary algorithms .

More on pomp estimation algorithms: abc(), bsmc2(), mif2(), nlf, pmcmc(), pomp-package, probe_match, spect_match