panelPomp {panelPomp}R Documentation

Constructing panelPomp objects

Description

This function constructs panelPomp objects, representing PanelPOMP models (as defined in Bretó et al., 2020). PanelPOMP models involve multiple units, each of which can in turn be modeled by a POMP model. Such POMP models can be encoded as a list of pomp objects, a cornerstone that the panelPomp function can use to construct the corresponding panelPomp object.

Usage

panelPomp(object, shared, specific, params)

Arguments

object

required; either (i) a list of pomp objects; or (ii) an object of class panelPomp or inheriting class panelPomp.

If object is a list of pomps, the list must be named. All these pomps must either have no parameters or have the same parameter names. (This is just a format requirement. pomp codes can ignore any parameter that is irrelevant to any given panel unit.)

If object is a panelPomp object, the function allows modifying the shared and unit-specific configuration of object.

shared, specific

optional; these arguments depend on the type of object.

If object is a list of pomps, shared must be a numeric vector specifying parameter values shared among panel units. specific must be a matrix with parameter values that are unit-specific with rows naming parameters and columns naming units (these names must match those of object). If no values are specified and object has parameter values, these are set to be all unit-specific.

If object is a panelPomp object, these arguments can still be used as described above to modify the parameters of object. Alternatively, the parameter configuration of object can be modified providing only a character shared naming parameters of object that should be shared (with values for parameters not originally shared taken from the unit-specific parameters of the first panel unit of object). shared=NULL sets all parameters as unit-specific.

params

optional; a named numeric vector. In this case, the nature of parameters is determined via a naming convention: names ending in “[unit_name]” are assumed to denote unit-specific parameters; all other names specify shared parameters.

Value

A panelPomp object.

Author(s)

Carles Bretó

References

Bretó, C., Ionides, E. L. and King, A. A. (2020) Panel Data Analysis via Mechanistic Models. Journal of the American Statistical Association, 115(531), 1178–1188. doi:10.1080/01621459.2019.1604367

King, A. A., Nguyen, D. and Ionides, E. L. (2016) Statistical inference for partially observed Markov processes via the package pomp. Journal of Statistical Software 69(12), 1–43. DOI: 10.18637/jss.v069.i12. An updated version of this paper is available on the package website.

See Also

pomp's constructor at pomp

Other panelPomp workhorse functions: mif2(), panel_loglik, pfilter()

Examples

## recreate the 'panelRandomWalk()' example
prw <- panelRandomWalk()
prw2 <- panelPomp(unit_objects(prw), params = coef(prw))
identical(prw, prw2) # TRUE
[Package panelPomp version 1.5.0.1 Index]