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]