A tutorial on panel data analysis using partially observed Markov processes via the R package panelPomp
使用 R 包 panelPomp 分析部分可观测马尔可夫面板过程的教程
The R package panelPomp supports analysis of panel data via a general class of partially observed Markov process models (PanelPOMP). This package tutorial describes how the mathematical concept of a PanelPOMP is represented in the software and demonstrates typical use-cases of panelPomp. Monte Carlo methods used for POMP models require adaptation for PanelPOMP models due to the higher dimensionality of panel data. The package takes advantage of recent advances for PanelPOMP,…