Package: spatPomp 1.0.0

Edward Ionides

spatPomp: Inference for Spatiotemporal Partially Observed Markov Processes

Inference on panel data using spatiotemporal partially-observed Markov process (SpatPOMP) models. The 'spatPomp' package extends 'pomp' to include algorithms taking advantage of the spatial structure in order to assist with handling high dimensional processes. See Asfaw et al. (2024) <doi:10.48550/arXiv.2101.01157> for further description of the package.

Authors:Kidus Asfaw [aut], Edward Ionides [cre, aut], Aaron A. King [aut], Allister Ho [ctb], Joonha Park [ctb], Jesse Wheeler [ctb], Jifan Li [ctb], Ning Ning [ctb], Haogao Gu [ctb]

spatPomp_1.0.0.tar.gz
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spatPomp.pdf |spatPomp.html
spatPomp/json (API)
NEWS

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

Peer review:

Bug tracker:https://github.com/spatpomp-org/spatpomp/issues

Datasets:

On CRAN:

7.13 score 1 stars 88 scripts 313 downloads 36 exports 46 dependencies

Last updated 6 days agofrom:c23552b93a. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 15 2024
R-4.5-win-x86_64OKNov 15 2024
R-4.5-linux-x86_64OKNov 15 2024
R-4.4-win-x86_64OKNov 15 2024
R-4.4-mac-x86_64OKNov 15 2024
R-4.4-mac-aarch64OKNov 15 2024
R-4.3-win-x86_64OKNov 15 2024
R-4.3-mac-x86_64OKNov 15 2024
R-4.3-mac-aarch64OKNov 15 2024

Exports:abfabfirarma_benchmarkbmbm_kalman_logLikbm2bm2_kalman_logLikbpfiltercontract_paramsdunit_measureenkfeunit_measureexpand_paramsgbmgirfhe10ibpfienkfigirfiubflogLiklorenzmean_by_unitmeaslesmeasles2munit_measureplotprintrunit_measuresimulatespatPompspatPomp_Csnippetunit_namesvec_dmeasurevec_rmeasurevunit_measure

Dependencies:abindclicodacodetoolscolorspacecpp11data.tabledeSolvedigestdplyrfansifarverforeachgenericsggplot2gluegtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellmvtnormnlmepillarpkgconfigpomppurrrR6RColorBrewerrlangscalesstringistringrtibbletidyrtidyselectutf8vctrsviridisLitewithr

ibpf

Rendered fromibpf.Rnwusingutils::Sweaveon Nov 15 2024.

Last update: 2024-08-06
Started: 2024-08-06

tutorial

Rendered fromtutorial.Rnwusingutils::Sweaveon Nov 15 2024.

Last update: 2024-08-06
Started: 2024-08-06

Readme and manuals

Help Manual

Help pageTopics
Inference for SpatPOMPs (Spatiotemporal Partially Observed Markov Processes)spatPomp-package
Adapted Bagged Filter (ABF)abf abf,abfd_spatPomp-method abf,spatPomp-method abf-abfd_spatPomp abf-spatPomp
Adapted Bagged Filter with Intermediate Resampling (ABF-IR)abfir abfir,abfird_spatPomp-method abfir,spatPomp-method abfir-abfird_spatPomp abfir-spatPomp
Calculated log-ARMA log-likelihood benchmark for spatPomp modelsarma_benchmark
Coerce to data frameas.data.frame as.data.frame.spatPomp coerce,spatPomp,data.frame-method
Brownian motion spatPomp simulatorbm
Exact log-likelihood for Brownian motion spatPomp generatorbm_kalman_logLik
Brownian motion spatPomp generator with shared or unit-specific parametersbm2
Exact log-likelihood for Brownian motion spatPomp generator with shared or unit-specific parametersbm2_kalman_logLik
Block particle filter (BPF)bpfilter bpfilter,ANY-method bpfilter,bpfilterd_spatPomp-method bpfilter,missing-method bpfilter,spatPomp-method bpfilter-ANY bpfilter-bpfilterd_spatPomp bpfilter-missing bpfilter-spatPomp
City data in the United Kingdomcity_data_UK
Concatenatec c.SpatPomp concat
dunit_measure 'dunit_measure' evaluates the unit measurement density of a unit's observation given the entire statedunit_measure dunit_measure,spatPomp-method dunit_measure-spatPomp
Generalized Ensemble Kalman filter (EnKF)enkf enkf,ANY-method enkf,missing-method enkf,spatPomp-method enkf-spatPomp
Expectation of the measurement model for one uniteunit_measure eunit_measure,spatPomp-method eunit_measure-spatPomp
Book-keeping functions for working with expanded parameterscontract_params contract_params, expand_params expand_params, mean_by_unit mean_by_unit, param_formats
Geometric Brownian motion spatPomp simulatorgbm
Guided intermediate resampling filter (GIRF)girf girf,ANY-method girf,girfd_spatPomp-method girf,missing-method girf,spatPomp-method girf-ANY girf-girfd_spatPomp girf-missing girf-spatPomp
Measles in UK: spatPomp generator with shared or unit-specific parametershe10
City data in the United Kingdomhe10coordinates
Demographic data for 20 towns in the United Kingdomhe10demography
Measles in the United Kingdomhe10measles
Measles in the United Kingdom: MLE from He et al (2010)he10mle
Iterated block particle filter (IBPF)ibpf ibpf,ANY-method ibpf,bpfilterd_spatPomp-method ibpf,ibpfd_spatPomp-method ibpf,missing-method ibpf,spatPomp-method ibpf-ANY ibpf-bpfd_spatPomp ibpf-ibpfd_spatPomp ibpf-missing ibpf-spatPomp
Iterated ensemble Kalman filter (IEnKF)ienkf ienkf,spatPomp-method ienkf-spatPomp
Iterated guided intermediate resampling filter (IGIRF)igirf igirf,ANY-method igirf,igirfd_spatPomp-method igirf,missing-method igirf,spatPomp-method igirf-ANY igirf-igirfd_spatPomp igirf-missing igirf-spatPomp
Iterated Unadapted Bagged Filter (IUBF)iubf iubf,spatPomp-method iubf-spatPomp
Log likelihood extractorlogLik logLik,abfd_spatPomp-method logLik,abfird_spatPomp-method logLik,bpfilterd_spatPomp-method logLik,girfd_spatPomp-method logLik,igirfd_spatPomp-method logLik,iubfd_spatPomp-method logLik-abfd_spatPomp logLik-abfird_spatPomp logLik-bpfilterd_spatPomp logLik-girfd_spatPomp logLik-igirfd_spatPomp logLik-iubfd_spatPomp
Lorenz '96 spatPomp constructorlorenz lorenz96
Measles in UK spatPomp generatormeasles
Measles in UK: spatPomp generator with shared or unit-specific parametersmeasles2
Measles in the United KingdommeaslesUK
Matching moments for the unit measurement modelmunit_measure munit_measure,spatPomp-method munit_measure-spatPomp
Plot methods for 'spatPomp' objectsplot plot,igirfd_spatPomp-method plot,spatPomp-method plot-igirfd_spatPomp plot-spatPomp
Print methodsprint print,spatPomp-method print-spatPomp
Random draw from the measurement model for one unitrunit_measure runit_measure,spatPomp-method runit_measure-spatPomp
Simulation of a spatiotemporal partially-observed Markov processsimulate simulate,spatPomp-method simulate-spatPomp
Constructor of the spatPomp objectspatPomp
C snippetsspatPomp_Csnippet spatPomp_Csnippet,character-method spatPomp_Csnippet-character
An S4 class to represent a spatiotemporal POMP model and data.spatPomp-class
Unit names of a spatiotemporal modelunit_names unit_names,spatPomp-method unit_names-spatPomp
Vector of unit measurement densities for each unitvec_dmeasure vec_dmeasure,spatPomp-method vec_dmeasure-spatPomp
Vector simulating measurements for each unit using 'runit_measure'vec_rmeasure vec_rmeasure,spatPomp-method vec_rmeasure-spatPomp
Conditional variance of the measurement on a single unitvunit_measure vunit_measure,spatPomp-method vunit_measure-spatPomp