pomp-class {pomp}R Documentation

Partially-observed Markov process

Description

The class pomp encodes a partially-observed Markov process.

Objects from the Class

Objects should be created by calls of the function pomp. See the documentation for pomp for usage instructions and important warnings.

Slots

data
An array holding the data. This array is of dimensions nobs x ntimes, where nobs is the number of observed variables and ntimes is the number of times at which observations were made.
times
The times corresponding to the observations. times must be a strictly increasing numeric vector.
t0
The zero-time.
rprocess
Function of prototype rprocess(xstart,times,params,...) which simulates from the unobserved process.
dprocess
Function of prototype dprocess(x,times,params,log=FALSE,...) which evaluates the likelihood of a sequence of consecutive state transitions.
rmeasure
Function of prototype rmeasure(x,times,params,...) which simulates from the observation process.
dmeasure
Function of prototype dmeasure(y,x,params,log=FALSE,...) which gives the likelihood of y given x.
userdata
A list containing any objects the user desires. Using this mechanism, the user can store additional information necessary for the definition of the model.

Methods

plot
Plots the data. Additional arguments are passed to the low-level plotting routine.
print
Prints the pomp object in a nice way.
show
Displays the pomp object.
data.array
data.array(object) returns the array of observations. data.array(object,vars) gives just the observations of variables vars. vars may specify the variables by position or by name.
time
Returns the vector of observation times.
coerce
A pomp object can be coerced to a data-frame via as(object,"data.frame").
rprocess
simulates the process model. See rprocess-pomp.
dprocess
evaluates the process model density. See dprocess-pomp.
rmeasure
simulates the measurement model. See rmeasure-pomp.
dmeasure
evaluates the measurement-model density. See dmeasure-pomp.
simulate
simulate can be used to simulate state and/or observation trajectories. See documentation under simulate-pomp.

Author(s)

Aaron A. King (kingaa at umich dot edu)

See Also

pomp, simulate-pomp


[Package pomp version 0.17-3 Index]