Statistical Inference for Partially Observed Markov Processes via the R Package pomp
Partially observed Markov process (POMP) models, also known as hidden Markov models or state space models, are ubiquitous tools for time series analysis. The R package pomp provides a very flexible framework for Monte Carlo statistical investigations using nonlinear, non-Gaussian POMP models. A rang...
Main Authors: | Aaron A. King, Dao Nguyen, Edward L. Ionides |
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Format: | Article |
Language: | English |
Published: |
Foundation for Open Access Statistics
2016-03-01
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Series: | Journal of Statistical Software |
Subjects: | |
Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/2614 |
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