Package: mcstate 0.9.22

Rich FitzJohn

mcstate: Monte Carlo Methods for State Space Models

Implements Monte Carlo methods for state-space models such as 'SIR' models in epidemiology. Particle MCMC (pmcmc) and SMC2 methods are planned. This package is particularly designed to work with odin/dust models, but we will see how general it becomes.

Authors:Rich FitzJohn [aut, cre], Marc Baguelin [aut], Edward Knock [aut], Lilith Whittles [aut], John Lees [aut], Raphael Sonabend [aut], Imperial College of Science, Technology and Medicine [cph]

mcstate_0.9.22.tar.gz
mcstate_0.9.22.zip(r-4.5)mcstate_0.9.22.zip(r-4.4)mcstate_0.9.22.zip(r-4.3)
mcstate_0.9.22.tgz(r-4.4-any)mcstate_0.9.22.tgz(r-4.3-any)
mcstate_0.9.22.tar.gz(r-4.5-noble)mcstate_0.9.22.tar.gz(r-4.4-noble)
mcstate_0.9.22.tgz(r-4.4-emscripten)mcstate_0.9.22.tgz(r-4.3-emscripten)
mcstate.pdf |mcstate.html
mcstate/json (API)
NEWS

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

Peer review:

Bug tracker:https://github.com/mrc-ide/mcstate/issues

On CRAN:

34 exports 19 stars 2.46 score 22 dependencies

Last updated 7 days agofrom:3549d64ff9 (on master)

Exports:adaptive_proposal_controlarray_bindarray_droparray_flattenarray_reshapeif2if2_controlif2_parameterif2_parametersif2_samplemultistage_epochmultistage_parametersparticle_deterministicparticle_filterparticle_filter_dataparticle_filter_initialpmcmcpmcmc_chains_cleanuppmcmc_chains_collectpmcmc_chains_preparepmcmc_chains_runpmcmc_combinepmcmc_controlpmcmc_parameterpmcmc_parameterspmcmc_parameters_nestedpmcmc_predictpmcmc_samplepmcmc_thinpmcmc_varied_parametersmc2smc2_controlsmc2_parametersmc2_parameters

Dependencies:callrclicpp11crayondescdustfsgluehmslifecyclepkgbuildpkgconfigpkgloadprettyunitsprocessxprogresspsR6rlangrprojrootvctrswithr

Deterministic models

Rendered fromdeterministic.Rmdusingknitr::rmarkdownon Jul 01 2024.

Last update: 2022-01-28
Started: 2021-08-09

Fitting a continuous-time model

Rendered fromcontinuous.Rmdusingknitr::rmarkdownon Jul 01 2024.

Last update: 2023-09-12
Started: 2023-09-12

Inference with iterated filtering

Rendered fromif2.Rmdusingknitr::rmarkdownon Jul 01 2024.

Last update: 2022-01-28
Started: 2021-05-19

Nested SIR Models

Rendered fromnested_sir_models.Rmdusingknitr::rmarkdownon Jul 01 2024.

Last update: 2022-01-28
Started: 2021-02-24

Parallelisation of inference

Rendered fromparallelisation.Rmdusingknitr::rmarkdownon Jul 01 2024.

Last update: 2022-01-28
Started: 2020-10-26

Restarting pMCMC

Rendered fromrestart.Rmdusingknitr::rmarkdownon Jul 01 2024.

Last update: 2022-11-10
Started: 2021-01-08

SIR models with odin, dust and mcstate

Rendered fromsir_models.Rmdusingknitr::rmarkdownon Jul 01 2024.

Last update: 2022-11-10
Started: 2020-10-26

Validation of SMC using a Kalman filter

Rendered fromkalman.Rmdusingknitr::rmarkdownon Jul 01 2024.

Last update: 2022-11-10
Started: 2020-10-26

Readme and manuals

Help Manual

Help pageTopics
Adaptive proposal controladaptive_proposal_control
Bind arraysarray_bind
Drop specific array dimensionsarray_drop
Flatten array dimensionsarray_flatten
Rehape an array dimensionarray_reshape
Run iterated filtering (IF2 algorithm)if2 if2_sample
Control for IF2if2_control
Describe single IF2 parameterif2_parameter
if2_parametersif2_parameters
Multistage filter epochmultistage_epoch
Multistage filter parametersmultistage_parameters
Deterministic particle likelihoodparticle_deterministic
Deterministic particle stateparticle_deterministic_state
Particle filterparticle_filter
Prepare data for use with particle filterparticle_filter_data
Create restart initial stateparticle_filter_initial
Particle filter stateparticle_filter_state
Run a pmcmc samplerpmcmc
pMCMC with manual chain schedulingpmcmc_chains_cleanup pmcmc_chains_collect pmcmc_chains_prepare pmcmc_chains_run
Combine pmcmc samplespmcmc_combine
Control for the pmcmcpmcmc_control
Describe single pmcmc parameterpmcmc_parameter
pmcmc_parameterspmcmc_parameters
pmcmc_parameters_nestedpmcmc_parameters_nested
Run predictions from PMCMCpmcmc_predict
Thin a pmcmc chainpmcmc_sample pmcmc_thin
Describe varying pmcmc parameterpmcmc_varied_parameter
Run SMC^2smc2
Control for SMC2smc2_control
Describe single pmcmc parametersmc2_parameter
smc2_parameterssmc2_parameters