Package: IndTestPP 3.0

Ana C. Cebrian

IndTestPP: Tests of Independence and Analysis of Dependence Between Point Processes in Time

It provides a general framework to analyse dependence between point processes in time. It includes parametric and non-parametric tests to study independence, and functions for generating and analysing different types of dependence.

Authors:Ana C. Cebrian

IndTestPP_3.0.tar.gz
IndTestPP_3.0.tar.gz(r-4.5-noble)IndTestPP_3.0.tar.gz(r-4.4-noble)
IndTestPP_3.0.tgz(r-4.4-emscripten)IndTestPP_3.0.tgz(r-4.3-emscripten)
IndTestPP.pdf |IndTestPP.html
IndTestPP/json (API)

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

Peer review:

Datasets:
  • TxBHZ - Daily maximum temperature at Barcelona, Huesca and Zaragoza

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

72 exports 0.00 score 0 dependencies 25 scripts 186 downloads

Last updated 4 years agofrom:a628d5be9c. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 21 2024
R-4.5-linuxOKAug 21 2024

Exports:BinPerbuscarcalcdistcalcNmuComplPosCondTestCountingCorcountPCPSPpointsCPSPPOTeventsdepchiDepCPSPKenvDepCPSPNHKDepNHCPSPDepNHNeyScotDepNHPPMarkedDepNHPPqueueDepNHPPqueue1DepNHPPqueueIDepqueueKenvDepqueueNHKDistObsDistShiftDistSimDistSimfixDutilleulPlotfirsttfn2fn2Bfn2fixfn3funMPPGengenbiPosGenSonsgentriPosHDFauxIndNHNeyScotIndNHPPIntMPPJenvKenvmarcamiKSmiranknearestDnearestdistNHDNHDauxNHDFauxNHFNHFauxNHJNHJauxNHKNHKauxNHKaux2NHKaux3nMenrNumIpdistPlotICPSPPlotMargPPlotMCPSPprodN2PsimNHPcsimHPcsimNHPcSpecGapTestIndLSTestIndNHTranMuniongentri

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Tests of Independence and Analysis of Dependence between Point Processes in TimeIndTestPP-package IndTestPP
Percentage of concordant intervalsBinPer
Changes format of the vector of occurrence times in a point processComplPos
Conditional test of independence between two Poisson processcalcNmu CondTest
Correlation between the counting variables in two point processesCountingCor countP
Identifying the occurrence points of the indicator processes in a CPSPCPSPpoints marca
Identifying the occurrence points of the indicator processes in the CPSP from a POT approachCPSPPOTevents
Estimating extremal dependence coefficientesdepchi
Estimating cross K-function and envelopes for marginal processes of a CPSPDepCPSPKenv DepCPSPNHK
Generating a Common Poisson Shock ProcessDepNHCPSP PsimNHPc
Generating a multivariate Neyman-Scott cluster processDepNHNeyScot GenSons
Generating dependent point processes from a marked Poison ProcessDepNHPPMarked
Generating dependent point processes by a tandem queueing networkDepNHPPqueue DepNHPPqueue1 DepNHPPqueueI
Estimating cross K-function and envelopes for the marginal processes of a queueDepqueueKenv DepqueueNHK
Calculates the set of close points and the mean distance in a vector of processes, for each point in the first processcalcdist DistObs
Generates by translation a vector of independent processes, and calculates the set of close points and the mean distance for each point in the first processDistShift
Generates a vector of independent processes, and calculates the set of close points and the mean distance for each point in the first processDistSim DistSimfix
A graphical test to assess independence between two point processesDutilleulPlot fn3
Generating a vector of independent Neyman-Scott cluster processesIndNHNeyScot
Generates trajectories of independent Poisson processesIndNHPP
Simulated intervals in a vector of point processesfirstt funMPPGen IntMPP NumI
Distance to the nearest pointnearestdist pdist
Estimating the D-functionHDFaux nearestD NHD NHDaux nMenr prodN2
Estimating the F-functionNHF NHFaux
Estimating the cross J-function and testing independenceJenv NHDFaux NHJ NHJaux
Estimating cross K-function and testing independenceKenv NHK NHKaux NHKaux2 NHKaux3
Plotting the occurrence points of the indicator processes in a CPSPPlotICPSP
Plotting the occurrence points of a vector of point processesPlotMargP
Plotting the occurrence points of the marginal processes in a CPSPPlotMCPSP
Generating points in a homogenous Poisson processsimHPc
Generating points in a Poisson processbuscar simNHPc
Stationary distribution of a matrix and its spectral gapSpecGap
Lotwick-Silverman test of independence between point processesfn2B TestIndLS
Parametric bootstrap test of independence between point processesfn2 fn2fix miKS mirank TestIndNH
Estimation of the transition matrix of a Markov chainTranM
Daily maximum temperature at Barcelona, Huesca and ZaragozaTxBHZ
Calculating the set of close pointsgenbiPos gentriPos uniongentri