NHPoisson: An R package for fitting and validating nonhomogeneous Poisson processes

Cebrián, A.C. (Universidad de Zaragoza) ; Abaurrea, J. (Universidad de Zaragoza) ; Asín, J. (Universidad de Zaragoza)

Resumen: 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.

Idioma: Inglés

DOI: 10.18637/jss.v064.i06

Año: 2015

Publicado en: Journal of Statistical Software 64, 6 (2015), 1-25
ISSN: 1548-7660

Originalmente disponible en: Texto completo de la revista

Factor impacto JCR: 2.379 (2015)

Categ. JCR: STATISTICS & PROBABILITY rank: 7 / 123 = 0.057 (2015) - Q1 - T1
Categ. JCR: COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS rank: 22 / 104 = 0.212 (2015) - Q1 - T1

Factor impacto SCIMAGO: 3.071 - Software (Q1) - Statistics, Probability and Uncertainty (Q1) - Statistics and Probability (Q1)

Financiación: info:eu-repo/grantAgreement/ES/MEC/CGL2009-09646

Tipo y forma: Article (Published version)

Área (Departamento): Área Estadís. Investig. Opera. (Dpto. Métodos Estadísticos)