NHPoisson: An R Package for Fitting and Validating Nonhomogeneous Poisson Processes

Ana C. Cebrián, Jesús Abaurrea and Jesús Asín

Journal of Statistical Software, 2015, vol. 064, issue i06

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.

Date: 2015-03-20
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:064:i06

DOI: 10.18637/jss.v064.i06

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