PanelPomp Class¶
- class pypomp.PanelPomp(Pomp_dict: dict[str, Pomp], theta: PanelParameters)[source]¶
Bases:
PanelValidationMixin,PanelEstimationMixin,PanelAnalysisMixinPanel of partially observed Markov process models.
Extends the single-unit POMP framework to handle multiple units that share structural characteristics but may have distinct parameter values and observations.
- Parameters:
Pomp_dict (dict of str to Pomp) – Mapping from unit names to
Pompobjects.theta (PanelParameters) – A
PanelParametersobject containing the model parameters.
Attributes
- PanelPomp.ys¶
Tidy DataFrame containing observations from all units.
- Returns:
Long-format DataFrame of observations.
- Return type:
- PanelPomp.theta¶
The parameter object for the panel model.
- PanelPomp.unit_objects: dict[str, Pomp]¶
A dictionary mapping unit names to their corresponding
Pompobjects.
- PanelPomp.canonical_param_names: list[str]¶
All unique parameter names present in either the shared or unit-specific parameters.
Parameter names of parameters with values shared across all units in the panel.
- PanelPomp.canonical_unit_param_names: list[str]¶
Parameter names of parameters with values specific to individual units in the panel.
- PanelPomp.results_history: ResultsHistory¶
A
ResultsHistoryobject storing the history of results from method calls.
- PanelPomp.fresh_key: Array | None¶
Running a method that accepts a JAX PRNG key will store a fresh, unused key here.
- PanelPomp.metadata: ModelMetadata¶
Environment and version metadata initialized when this instance was built.
Core Algorithmic Methods
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Simulate latent states and observations from the panel model. |
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Run the bootstrap particle filter (SMC) algorithm. |
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Estimate parameters using the (Marginalized) Panel Iterated Filtering (MPIF/PIF) algorithm. |
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Estimate parameters using MOP-based gradient-descent optimization. |
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Estimate parameters using DPOP-based gradient-descent optimization. |
Results
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Get the results DataFrame for the specified history index. |
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Get conditional log-likelihoods for the specified history index. |
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Get Effective Sample Size for the specified history index. |
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Get a tidy DataFrame with the full trace history of replicates. |
Other Supporting Methods
Returns a list of the names of the units in the panel. |
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Get parameter values for a specific unit across all replicates. |
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Sample parameters uniformly within bounds for a panel model. |
Export static data and compiled simulators into a JAX PyTree. |
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Prune replicates down to the top |
Sort parameters independently and cross-combine them. |
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Get a DataFrame summarizing execution times of run methods. |
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Evaluate probe statistics on real and simulated data for each unit. |
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Fit an independent ARIMA model to the observation data of each unit. |
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Fit a Negative Binomial model to the observation data of each unit. |
Prints the creation and runtime environment metadata for this instance. |
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Print a summary of the PanelPomp object. |
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Merge replications from multiple PanelPomp objects into a single object. |
Visualization
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Plot parameter and log-likelihood traces from the result history. |
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Simulate and plot observations against real data. |