Description
Missing Data for Marked Hawkes Process.
Description
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>).
README.md
stpphawkes R package
R library for spatio-temporal Hawkes process modeling with missing data
A R package for modeling of spatio-temporal and temporal point process using a Hawkes model accounting for missing data
Installation
v0.2.1 is on CRAN and can be installed as
install.packages("stpphawkes")
- Download zip or tar.gz of package or clone repository
- Install into R (> 4.1.0)
install.packages("stpphawkes.tar.gz", repos = NULL)
References
J. D. Tucker, L. Shand, and J. R. Lewis, “Handling Missing Data in Self-Exciting Point Process Models,” Spatial Statistics, vol. 29. pp. 160-176, 2019. PDF.