Diagnosis and Visualizations Tools for Temporal Point Processes


[Up] [Top]

Documentation for package ‘ppdiag’ version 0.1.1

Help Pages

drawHPIntensity Draw the intensity of Hawkes Process
drawHPPIntensity Draw intensity of homogeneous Poisson process
drawUniMMHPIntensity Draw the intensity of the Markov-modulated Hawkes Process(MMHP)
drawUniMMPPIntensity Draw the intensity of the Markov-modulated Poisson Process(MMPP)
fithp Determine the MLE of Hawkes process numerically
fithpp Fit a homogeneous poisson process to event data
intensityqqplot Draw intensity of fitted point process and QQ-Plot of rescaled events
intensityqqplot.default Draw intensity of fitted point process and QQ-Plot of rescaled events
intensityqqplot.hp Draw intensity of fitted point process and QQ-Plot of rescaled events
intensityqqplot.hpp Draw intensity of fitted point process and QQ-Plot of rescaled events
intensityqqplot.mmhp Draw intensity of fitted point process and QQ-Plot of rescaled events
intensityqqplot.mmpp Draw intensity of fitted point process and QQ-Plot of rescaled events
pp_compensator Compensators for point processes
pp_compensator.default Compensators for point processes
pp_compensator.hp Compensators for point processes
pp_compensator.hpp Compensators for point processes
pp_compensator.mmhp Compensators for point processes
pp_compensator.mmpp Compensators for point processes
pp_diag Summarise diagnostics for point process models
pp_diag.default Summarise diagnostics for point process models
pp_diag.hp Summarise diagnostics for point process models
pp_diag.hpp Summarise diagnostics for point process models
pp_diag.mmhp Summarise diagnostics for point process models
pp_diag.mmpp Summarise diagnostics for point process models
pp_hp Create a Hawkes process object
pp_hpp Create a homogeneous Poisson process object
pp_ksplot KS plot of empirical and theoretical cdf curve of fitted point process
pp_mmhp Create a Markov-modulated Hawkes Process(MMHP) object
pp_mmpp Create a Markov-modulated Poisson Process(MMPP) object
pp_qqexp Plot QQ-plot for rescaled-inter-event-times of fitted point process
pp_residual Compute raw and pearson residuals for point process models
pp_simulate Simulate events from a temporal point process
pp_simulate.default Simulate events from a temporal point process
pp_simulate.hp Simulate events from a temporal point process
pp_simulate.hpp Simulate events from a temporal point process
pp_simulate.mmhp Simulate events from a temporal point process
pp_simulate.mmpp Simulate events from a temporal point process