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Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
NHPoisson: An R Package for Fitting and Validating Nonhomogeneous Poisson Processes | Cebrián | Journal of Statistical Software
Authors: Ana C. Cebrián, Jesús Abaurrea, Jesús Asín
Title: NHPoisson: An R Package for Fitting and Validating Nonhomogeneous Poisson Processes
Abstract: NHPoisson is an R package for the modeling of nonhomogeneous Poisson processes in one dimension. It includes functions for data preparation, maximum likelihood estimation, covariate selection and inference based on asymptotic distributions and simulation methods. It also provides specific methods for the estimation of Poisson processes resulting from a peak over threshold approach. In addition, the package supports a wide range of model validation tools and functions for generating nonhomogenous Poisson process trajectories. This paper is a description of the package and aims to help those interested in modeling data using nonhomogeneous Poisson processes.

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Paper: NHPoisson: An R Package for Fitting and Validating Nonhomogeneous Poisson Processes     Download PDF (Downloads: 4852)
Supplements:
NHPoisson_3.1.tar.gz: R source package Download (Downloads: 136; 251KB)
v64i06.R: R example code from the paper Download (Downloads: 204; 3KB)

DOI: 10.18637/jss.v064.i06

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.