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.
initializer
Function of prototype initializer(params,t0,...) which gives a vector of initial conditions when given a vector of parameters, params, and a time t0.
states
An array to hold a trajectory of the unobserved process.
params
A named numeric vector to hold model parameters.
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

coef
coef(object) returns the contents of the params slot of object. coef(object,pars) returns only those parameters named in pars.
coef<-
Assigns values to the params slot of the pomp object. If coef(object) exists, then coef(object) <- value has the effect of replacing the parameters of object with value; the names of value will be ignored and the names of coef(object) will be unchanged. If coef(object) does not exist, then coef(object) <- value assigns value to the parameters of object; the names of coef(object) will be those of value and an error will be generated if value does not have names. If coef(object) exists, then coef(object,pars) <- value replaces those parameters of object named in pars with the elements of value; the names of value are ignored. If coef(object) does not exist, then coef(object,pars) <- value assigns value to the parameters of object; in this case, the names of object will be pars and the names of value will be ignored.
plot
Plots the data and state trajectories (if the latter exist). 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
time(object) returns the vector of observation times. time(object,t0=TRUE) returns the vector of observation times with the zero-time t0 prepended.
coerce
A pomp object can be coerced to a data frame via as(object,"data.frame"). The data frame contains the times, the data, and the state trajectories, if they exist.
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.
init.state
returns a vector of initialial conditions. See init.state-pomp.
simulate
simulate can be used to simulate state and 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 0.19-1 Index]