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pomp: Statistical Inference for Partially Observed Markov Processes

Tools for data analysis with partially observed Markov process (POMP) models (also known as stochastic dynamical systems, hidden Markov models, and nonlinear, non-Gaussian, state-space models). The package provides facilities for implementing POMP models, simulating them, and fitting them to time series data by a variety of frequentist and Bayesian methods. It is also a versatile platform for implementation of inference methods for general POMP models.

Version: 5.11
Depends: R (≥ 4.1.0)
Imports: methods, stats, graphics, digest, mvtnorm, deSolve, coda, data.table
Suggests: ggplot2, knitr, dplyr, tidyr, subplex, nloptr
Published: 2024-09-12
DOI: 10.32614/CRAN.package.pomp
Author: Aaron A. King ORCID iD [aut, cre], Edward L. Ionides ORCID iD [aut], Carles Bretó ORCID iD [aut], Stephen P. Ellner ORCID iD [ctb], Matthew J. Ferrari ORCID iD [ctb], Sebastian Funk ORCID iD [ctb], Steven G. Johnson [ctb], Bruce E. Kendall ORCID iD [ctb], Michael Lavine [ctb], Dao Nguyen ORCID iD [ctb], Eamon B. O'Dea ORCID iD [ctb], Daniel C. Reuman [ctb], Helen Wearing ORCID iD [ctb], Simon N. Wood ORCID iD [ctb]
Maintainer: Aaron A. King <kingaa at umich.edu>
BugReports: https://github.com/kingaa/pomp/issues/
License: GPL-3
URL: https://kingaa.github.io/pomp/
NeedsCompilation: yes
SystemRequirements: For Windows users, Rtools (see https://cran.r-project.org/bin/windows/Rtools/).
Citation: pomp citation info
Materials: README NEWS
In views: DifferentialEquations, Epidemiology, TimeSeries
CRAN checks: pomp results

Documentation:

Reference manual: pomp.pdf

Downloads:

Package source: pomp_5.11.tar.gz
Windows binaries: r-devel: pomp_5.11.zip, r-release: pomp_5.11.zip, r-oldrel: pomp_5.11.zip
macOS binaries: r-release (arm64): pomp_5.11.tgz, r-oldrel (arm64): pomp_5.11.tgz, r-release (x86_64): pomp_5.11.tgz, r-oldrel (x86_64): pomp_5.11.tgz
Old sources: pomp archive

Reverse dependencies:

Reverse depends: panelPomp, spatPomp
Reverse imports: DTAT, stops
Reverse linking to: spatPomp
Reverse suggests: CollocInfer, epimdr, epimdr2, spaero

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.