Package: stelfi 1.0.1

stelfi: Hawkes and Log-Gaussian Cox Point Processes Using Template Model Builder

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 this to 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).

Authors:Charlotte M. Jones-Todd [aut, cre, cph], Alec van Helsdingen [aut], Xiangjie Xue [ctb], Joseph Reps [ctb], Marsden Fund 3723517 [fnd], Asian Office of Aerospace Research & Development FA2386-21-1-4028 [fnd]

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NEWS

# Install 'stelfi' in R:
install.packages('stelfi', repos = c('https://cmjt.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/cmjt/stelfi/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:

On CRAN:

5.90 score 8 stars 5 scripts 188 downloads 19 exports 51 dependencies

Last updated 1 months agofrom:4aa14a9c70. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 15 2024
R-4.5-win-x86_64OKNov 15 2024
R-4.5-linux-x86_64OKNov 15 2024
R-4.4-win-x86_64OKNov 15 2024
R-4.4-mac-x86_64OKNov 15 2024
R-4.4-mac-aarch64OKNov 15 2024
R-4.3-win-x86_64OKNov 15 2024
R-4.3-mac-x86_64OKNov 15 2024
R-4.3-mac-aarch64OKNov 15 2024

Exports:compensator_differencesfit_hawkesfit_hawkes_cbffit_lgcpfit_mhawkesfit_mlgcpfit_stelfiget_coefsget_fieldsget_weightsmesh_2_sfmeshmetricsshow_fieldshow_hawkesshow_hawkes_GOFshow_lambdashow_multivariate_hawkessim_hawkessim_lgcp

Dependencies:classclassIntclicolorspacecpp11DBIdplyre1071fansifarverfmeshergenericsggplot2gluegridExtragtableisobandKernSmoothlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigproxypurrrR6RColorBrewerRcppRcppEigenrlangs2scalessfstringistringrtibbletidyrtidyselectTMBunitsutf8vctrsviridisLitewithrwk

stelfi

Rendered fromstelfi.Rmdusingknitr::rmarkdownon Nov 15 2024.

Last update: 2023-09-20
Started: 2023-03-24

Readme and manuals

Help Manual

Help pageTopics
Extract the compensator differencescompensator_differences
Self-exciting Hawkes process(es)fit_hawkes fit_hawkes_cbf fit_mhawkes
Spatial or spatiotemporal log-Gaussian Cox process (LGCP)fit_lgcp
Marked spatial log-Gaussian Cox process (mLGCP)fit_mlgcp
Modelling spatiotemporal self-excitementfit_stelfi
Extract reported parameter estimatesget_coefs
Estimated random field(s)get_fields
Mesh weightsget_weights
Example Delaunay triangulationhorse_mesh
Example 'sf' 'POLYGON'horse_sf
Terrorism in Iraq, 2013 - 2017iraq_terrorism
Example marked point pattern data setmarked
Transform a 'fmesher::fm_mesh_2d' into a 'sf' objectmesh_2_sf
Calculate a number of different geometric attributes of a Delaunay triangulationmeshmetrics
Example multivariate Hawkes datasetmulti_hawkes
Earthquakes in Canterbury, NZ, 2010 - 2014nz_earthquakes
Murders of NZ, 2004 - 2019nz_murders
Retweets of NIWA's viral leopard seal Tweetretweets_niwa
Sasquatch (bigfoot) sightings in the USA, 2000 - 2005sasquatch
Plot the estimated random field(s) of a fitted LGCPshow_field
Plot Hawkes intensityshow_hawkes show_hawkes_GOF
Plot the estimated intensity from a fitted LGCP modelshow_lambda
Multivariate Hawkes fitted model plotshow_multivariate_hawkes
Simulate a self-exciting Hawkes processsim_hawkes
Simulate a log-Gaussian Cox process (LGCP)sim_lgcp
A package to fit Hawkes and Log-Gaussian Cox Point Process models using Template Model Builderstelfi-package stelfi
Serial killers of the UK, 1828 - 2015uk_serial
Self-exciting point patternxyt