PPStat 0.4
Ppstat package implements a framework termed generalized linear point process
Program info
The R-package ppstat implements methods for point process statistics for multivariate point processes (that is, marked point processes) on the line. The package is still under development.
The package is based on another R-package processdata. This package implements a data structure for storing point process and general stochastic process data. It includes various plotting and subsetting facilities.
The ppstat package implements a framework termed generalized linear point process models where the model is specified in terms of a (non-linear) transformation of a linear combination of predictor processes. The package supports a specification of such models via a formula, which can be used to express a number of different transformations and filters of the basic processes that enter into the predictor. The data structure supports observations of one or several independent point processes, whose intensity can be given in terms of its own internal history as well as additional covariate processes.
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