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.
- dmeasure
- an object of class "pomp.fun" which encodes the measurement model density.
- rmeasure
- an object of class "pomp.fun" which encodes the measurement model simulator.
- skeleton.type
- a character variable specifying whether the deterministic skeleton is a map or a vectorfield.
- skeleton
- an object of class "pomp.fun" which encodes the deterministic skeleton.
- 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.
- covar, tcovar
- An optional table of covariates.
- statenames, paramnames, covarnames
- Names state variables, parameters, and covariates, respectively.
These are used to make the interface with native routines more robust.
- PACKAGE
- Character variable giving the name of the dynamically loadable library containing native routines.
- 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
See the pomp methods documentation: pomp-methods.
Author(s)
Aaron A. King (kingaa at umich dot edu)
See Also
pomp
,
pomp-methods,
rprocess
,
dprocess
,
rmeasure
,
dmeasure
,
init.state
,
simulate-pomp
[Package
pomp version 0.22-6
Index]