workhorses function

Workhorse functions for the pomp algorithms.

These functions mediate the interface between the user's model and the package algorithms. They are low-level functions that do the work needed by the package's inference methods. methods

Details

They include

• rinit: which samples from the initial-state distribution,
• dinit: which evaluates the initial-state density,
• dmeasure: which evaluates the measurement model density,
• rmeasure: which samples from the measurement model distribution,
• emeasure: which computes the expectation of the observed variables conditional on the latent state,
• vmeasure: which computes the covariance matrix of the observed variables conditional on the latent state,
• dprocess: which evaluates the process model density,
• rprocess: which samples from the process model distribution,
• dprior: which evaluates the prior probability density,
• rprior: which samples from the prior distribution,
• skeleton: which evaluates the model's deterministic skeleton,
• flow: which iterates or integrates the deterministic skeleton to yield trajectories,
• partrans: which performs parameter transformations associated with the model.

See Also

basic model components , elementary algorithms , estimation algorithms

More on pomp workhorse functions: dinit(), dmeasure(), dprior(), dprocess(), emeasure(), flow(), partrans(), pomp-package, rinit(), rmeasure(), rprior(), rprocess(), skeleton(), vmeasure()

Author(s)

Aaron A. King