spatPomp1.0.0 package

Inference for Spatiotemporal Partially Observed Markov Processes

spatPomp-class

An S4 class to represent a spatiotemporal POMP model and data.

abf

Adapted Bagged Filter (ABF)

abfir

Adapted Bagged Filter with Intermediate Resampling (ABF-IR)

arma_benchmark

Calculated log-ARMA log-likelihood benchmark for spatPomp models

as_data_frame

Coerce to data frame

bm_kalman_logLik

Exact log-likelihood for Brownian motion spatPomp generator

bm

Brownian motion spatPomp simulator

bm2_kalman_logLik

Exact log-likelihood for Brownian motion spatPomp generator with share...

bm2

Brownian motion spatPomp generator with shared or unit-specific parame...

bpfilter

Block particle filter (BPF)

conc

Concatenate

concat

Concatenate

dunit_measure

dunit_measure dunit_measure evaluates the unit measurement density o...

enkf

Generalized Ensemble Kalman filter (EnKF)

eunit_measure

eunit_measure

gbm

Geometric Brownian motion spatPomp simulator

girf

Guided intermediate resampling filter (GIRF)

he10

Measles in UK: spatPomp generator with shared or unit-specific paramet...

ibpf

Iterated block particle filter (IBPF)

ienkf

Iterated ensemble Kalman filter (IEnKF)

igirf

Iterated guided intermediate resampling filter (IGIRF)

iubf

Iterated Unadapted Bagged Filter (IUBF)

listie

listie

loglik

Log likelihood

lorenz

Lorenz '96 spatPomp simulator

measles

Measles in UK spatPomp generator

measles2

Measles in UK: spatPomp generator with shared or unit-specific paramet...

munit_measure

munit_measure

param_formats

Book-keeping functions for working with expanded parameters

plot

Plotting spatPomp data

print

Print methods

pStop

pStop

runit_measure

runit_measure

simulate

Simulation of a spatiotemporal partially-observed Markov process

spatPomp_Csnippet

C snippets

spatPomp-package

Inference for SpatPOMPs (Spatiotemporal Partially Observed Markov Proc...

spatPomp

Constructor of the spatPomp object

undefined

Undefined

unit_names

Unit names of a spatiotemporal model

vec_dmeasure

Vector of measurement densities

vec_rmeasure

Vector of simulated measurements

vunit_measure

vunit_measure

Inference on panel data using spatiotemporal partially-observed Markov process (SpatPOMP) models. The 'spatPomp' package extends 'pomp' to include algorithms taking advantage of the spatial structure in order to assist with handling high dimensional processes. See Asfaw et al. (2024) <doi:10.48550/arXiv.2101.01157> for further description of the package.

  • Maintainer: Edward Ionides
  • License: GPL-3
  • Last published: 2024-11-14