stelfi

Hawkes and Log-Gaussian Cox Point Processes Using Template Model Builder

CRAN Package

Fit Hawkes and log-Gaussian Cox process models with extensions. Introduced in Hawkes (1971) doi:10.2307/2334319 a Hawkes process is a self-exciting temporal point process where the occurrence of an event immediately increases the chance of another. We extend this to consider self-inhibiting process and a non-homogeneous background rate. A log-Gaussian Cox process is a Poisson point process where the log-intensity is given by a Gaussian random field. We extend this to a joint likelihood formulation fitting a marked log-Gaussian Cox model. In addition, the package offers functionality to fit self-exciting spatiotemporal point processes. Models are fitted via maximum likelihood using 'TMB' (Template Model Builder). Where included 1) random fields are assumed to be Gaussian and are integrated over using the Laplace approximation and 2) a stochastic partial differential equation model, introduced by Lindgren, Rue, and Lindström. (2011) doi:10.1111/j.1467-9868.2011.00777.x, is defined for the field(s).


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Last 30 days

This package has been downloaded 199 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 10 times.

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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 2,398 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Sep 11, 2024 with 30 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

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  • Imports7 packages
  • Suggests7 packages
  • Linking To2 packages