Package: panelPomp 1.4.0.1

panelPomp: Inference for Panel Partially Observed Markov Processes

Data analysis based on panel partially-observed Markov process (PanelPOMP) models. To implement such models, simulate them and fit them to panel data, 'panelPomp' extends some of the facilities provided for time series data by the 'pomp' package. Implemented methods include filtering (panel particle filtering) and maximum likelihood estimation (Panel Iterated Filtering) as proposed in Breto, Ionides and King (2020) "Panel Data Analysis via Mechanistic Models" <doi:10.1080/01621459.2019.1604367>.

Authors:Carles Breto [aut], Edward L. Ionides [aut], Aaron A. King [aut], Jesse Wheeler [aut, cre]

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panelPomp.pdf |panelPomp.html
panelPomp/json (API)
NEWS

# Install 'panelPomp' in R:
install.packages('panelPomp', repos = c('https://jeswheel.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/jeswheel/panelpomp/issues

On CRAN:

5.63 score 47 scripts 138 downloads 31 exports 11 dependencies

Last updated 2 months agofrom:edb5297f9e. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-winOKOct 31 2024
R-4.5-linuxOKOct 31 2024
R-4.4-winOKOct 31 2024
R-4.4-macOKOct 31 2024
R-4.3-winOKOct 31 2024
R-4.3-macOKOct 31 2024

Exports:coefcoef<-contactsget_colget_rowlogLikmif2panel_logmeanexppanelGompertzpanelGompertzLikelihoodpanelPomppanelRandomWalkpfilterplotprintrunif_panel_designsharedshared<-showsimulatespecificspecific<-toMatrixPparamstoParamListtoParamVectracesunit_objectsunitlogLikunitLogLikwindowwQuotes

Dependencies:clicodadata.tabledeSolvedigestgluelatticelifecyclemvtnormpomprlang

Getting Started

Rendered fromgetting-started.Rmdusingknitr::rmarkdownon Oct 31 2024.

Last update: 2024-09-12
Started: 2024-06-24

Readme and manuals

Help Manual

Help pageTopics
Inference for PanelPOMPs (Panel Partially Observed Markov Processes)panelPomp-package
Coercing 'panelPomp' objects as 'list', 'pompList' or 'data.frame'as
Modifying parameters of filtered objectscoef<-,pfilterd.ppomp-method shared<-,pfilterd.ppomp-method specific<-,pfilterd.ppomp-method
Contacts modelcontacts
Get single column or row without dropping namesget_col get_dim get_row
PIF: Panel iterated filteringmif2 mif2,mif2d.ppomp-method mif2,panelPomp-method mif2d.ppomp-class traces,mif2d.ppomp-method
Handling of loglikelihood replicateslogLik,matrix-method panel_loglik
Log-mean-exp for panelspanel_logmeanexp
#' Create design matrix for panelPomp calculationspanel-designs runif_panel_design
Panel Gompertz modelpanelGompertz
Likelihood for a panel Gompertz model via a Kalman filterpanelGompertzLikelihood
Constructing 'panelPomp' objectspanelPomp panelPomp-class
Manipulating 'panelPomp' objectscoef,panelPomp-method coef<-,panelPomp-method length,panelPomp-method names,panelPomp-method panelPomp_methods print,panelPomp-method shared,panelPomp-method shared<-,panelPomp-method show,panelPomp-method specific,panelPomp-method specific<-,panelPomp-method toParamList unit_objects,panelPomp-method window,panelPomp-method [,panelPomp-method [[,panelPomp-method
Panel random walk modelpanelRandomWalk
Manipulating 'panelPomp' object parameter formatsparams toMatrixPparams toParamVec
Particle filtering for panel datalogLik,pfilterd.ppomp-method pfilter pfilter,panelPomp-method pfilterd.ppomp-class unitLogLik,pfilterd.ppomp-method
panelPomp plotting facilitiesplot plot,panelPomp_plottable-method
Simulations of a panel of partially observed Markov processsimulate simulate,panelPomp-method
Extract Unit Log-LikelihoodsunitlogLik,pfilterd.ppomp-method