panelPomp

Inference for Panel Partially Observed Markov Processes

Authors and Contributors

Carles Bretó (carles.breto@uv.es) [aut, cre], Edward L. Ionides [aut], Aaron A. King [aut], and Jesse Wheeler (jeswheel@umich.edu) [aut].

Version

GitHub 1.1.0.2
CRAN 1.1

Package Description

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 Bretó, Ionides and King (2020) “Panel Data Analysis via Mechanistic Models” doi:10.1080/01621459.2019.1604367.

Depends

type package version
Depends R >= 4.1.0
Depends pomp >= 4.5.2
Imports methods *

License

GPL-3