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stelfi  

Hawkes and Log-Gaussian Cox Point Processes Using Template Model Builder
View on CRAN: Click here


Download and install stelfi package within the R console
Install from CRAN:
install.packages("stelfi")

Install from Github:
library("remotes")
install_github("cran/stelfi")

Install by package version:
library("remotes")
install_version("stelfi", "1.0.1")



Attach the package and use:
library("stelfi")
Maintained by
Charlotte M. Jones-Todd
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-11-03
Latest Update: 2023-04-06
Description:
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 thisto 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).
How to cite:
Charlotte M. Jones-Todd (2022). stelfi: Hawkes and Log-Gaussian Cox Point Processes Using Template Model Builder. R package version 1.0.1, https://cran.r-project.org/web/packages/stelfi. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.0.1 (2022-11-03 17:10), 0.0.2 (2023-04-06 11:00), 1.0.0 (2023-09-28 23:00)
Other packages that cited stelfi R package
View stelfi citation profile
Other R packages that stelfi depends, imports, suggests or enhances
Complete documentation for stelfi
Functions, R codes and Examples using the stelfi R package
Some associated functions: fit_hawkes . fit_lgcp . fit_mlgcp . fit_stelfi . get_coefs . get_fields . get_weights . horse_mesh . horse_sf . iraq_terrorism . marked . mesh_2_sf . meshmetrics . multi_hawkes . nz_earthquakes . nz_murders . retweets_niwa . sasquatch . show_field . show_hawkes . show_lambda . sim_hawkes . sim_lgcp . stelfi . uk_serial . xyt . 
Some associated R codes: zzz.R .  Full stelfi package functions and examples
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