Package: stpphawkes 0.2.2

J. Derek Tucker

stpphawkes: Missing Data for Marked Hawkes Process

Estimation of model parameters for marked Hawkes process. Accounts for missing data in the estimation of the parameters. Technical details found in (Tucker et al., 2019 <doi:10.1016/j.spasta.2018.12.004>).

Authors:J. Derek Tucker [aut, cre], Lyndsay Shand [aut], Stephen Rowe [aut], John Lewis [aut]

stpphawkes_0.2.2.tar.gz
stpphawkes_0.2.2.zip(r-4.7)stpphawkes_0.2.2.zip(r-4.6)stpphawkes_0.2.2.zip(r-4.5)
stpphawkes_0.2.2.tgz(r-4.6-x86_64)stpphawkes_0.2.2.tgz(r-4.6-arm64)stpphawkes_0.2.2.tgz(r-4.5-x86_64)stpphawkes_0.2.2.tgz(r-4.5-arm64)
stpphawkes_0.2.2.tar.gz(r-4.7-arm64)stpphawkes_0.2.2.tar.gz(r-4.7-x86_64)stpphawkes_0.2.2.tar.gz(r-4.6-arm64)stpphawkes_0.2.2.tar.gz(r-4.6-x86_64)
stpphawkes_0.2.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
stpphawkes/json (API)
NEWS

# Install 'stpphawkes' in R:

install.packages('stpphawkes', repos = c('https://sandialabs.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/sandialabs/stpphawkes/issues

Uses libs:

gsl– GNU Scientific Library (GSL)
openblas– Optimized BLAS
c++– GNU Standard C++ Library v3
openmp– GCC OpenMP (GOMP) support library

On CRAN:

scr-2937 snl-data-analysis gsl openblas cpp openmp

2.70 score 1 stars 2 scripts 168 downloads 16 exports 8 dependencies

Last updated from:663d7cd15e. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	276
linux-devel-x86_64	OK	245
source / vignettes	OK	281
linux-release-arm64	OK	263
linux-release-x86_64	OK	253
macos-release-arm64	OK	182
macos-release-x86_64	OK	312
macos-oldrel-arm64	OK	218
macos-oldrel-x86_64	OK	280
windows-devel	OK	309
windows-release	OK	285
windows-oldrel	OK	260
wasm-release	OK	291

Exports:areapl homog.STPP intensity_temporal mcmc_stpp mcmc_stpp_nonunif mcmc_temporal mcmc_temporal_catmark mcmc_temporal_contmark ptinpoly simulate_hawkes_stpp simulate_hawkes_stpp_nonunif simulate_temporal stpp.mle stpp.mle.nonunif temporal.catmark.mle temporal.mle

Dependencies:deldir extraDistr interp Rcpp RcppArmadillo RcppEigen RcppGSL RcppProgress

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Calculate area of polynomial	areapl
Simulate a homogenous space-time Poisson process	homog.STPP
Calculate intensity function for temporal Hawkes	intensity_temporal
Bayesian Estimation of Spatio-Temporal Hawkes Model Parameters	mcmc_stpp
Bayesian Estimation of Spatio-Temporal Hawkes Model Parameters with non uniform spatial locations	mcmc_stpp_nonunif
Bayesian Estimation of Temporal Hawkes Model Parameters	mcmc_temporal
Bayesian Estimation of Temporal Hawkes Model Parameters with Categorical Marks	mcmc_temporal_catmark
Bayesian Estimation of Temporal Hawkes Model Parameters with Categorical Marks	mcmc_temporal_contmark
Point in polygon	pip
Calculate if points are in the polynomial	ptinpoly
Simulate homogenous spatio-temporal hawkes model	simulate_hawkes_stpp
Simulate inhomogenous spatio-temporal hawkes model	simulate_hawkes_stpp_nonunif
Simulates a temporal Hawkes process with an exponential correlation function	simulate_temporal
MLE Estimation of Spatio-Temporal Hawkes Model Parameters	stpp.mle
MLE Estimation of Nonuniform Spatio-Temporal Hawkes Model Parameters	stpp.mle.nonunif
Marked Hawkes Process with Missing Data	stpphawkes-package stpphawkes
MLE Estimation of Temporal Hawkes Model Parameters with Categorical Marks	temporal.catmark.mle
MLE Estimation of Temporal Hawkes Model Parameters	temporal.mle