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

Financiación: info:eu-repo/grantAgreement/ES/MEC/CGL2009-09646
Tipo y forma: Article (Published version)
Área (Departamento): Estadística e Investigación Operativa (Departamento de Métodos Estadísticos)

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 Record created 2015-12-22, last modified 2017-05-04

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