Package: stpphawkes 0.2.2

J. Derek Tucker

stpphawkes: Missing Data for Marked Hawkes Process

Estimation of model parameters for marked Hawkes process. Accounts for missing data in the estimation of the parameters. Technical details found in (Tucker et al., 2019 <doi:10.1016/j.spasta.2018.12.004>).

Authors:J. Derek Tucker [aut, cre], Lyndsay Shand [aut], Stephen Rowe [aut], John Lewis [aut]

stpphawkes_0.2.2.tar.gz
stpphawkes_0.2.2.tar.gz(r-4.5-noble)stpphawkes_0.2.2.tar.gz(r-4.4-noble)
stpphawkes_0.2.2.tgz(r-4.4-emscripten)stpphawkes_0.2.2.tgz(r-4.3-emscripten)
stpphawkes.pdf |stpphawkes.html✨
stpphawkes/json (API)
NEWS

# Install 'stpphawkes' in R:
install.packages('stpphawkes', repos = 'https://cloud.r-project.org')

Bug tracker:https://github.com/sandialabs/stpphawkes/issues

Uses libs:
  • gsl– GNU Scientific Library (GSL)
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:r-stpphawkes-0.2.2(2025-03-25)

gslopenblascppopenmp

1.70 score 156 downloads 16 exports 8 dependencies

Last updated 23 days agofrom:2ac6c7500b. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 11 2025
R-4.5-linux-x86_64OKMar 11 2025
R-4.4-linux-x86_64OKMar 11 2025

Exports:areaplhomog.STPPintensity_temporalmcmc_stppmcmc_stpp_nonunifmcmc_temporalmcmc_temporal_catmarkmcmc_temporal_contmarkptinpolysimulate_hawkes_stppsimulate_hawkes_stpp_nonunifsimulate_temporalstpp.mlestpp.mle.nonuniftemporal.catmark.mletemporal.mle

Dependencies:deldirextraDistrinterpRcppRcppArmadilloRcppEigenRcppGSLRcppProgress

Citation

To cite package ‘stpphawkes’ in publications use:

Tucker J, Shand L, Rowe S, Lewis J (2025). stpphawkes: Missing Data for Marked Hawkes Process. R package version 0.2.2, https://CRAN.R-project.org/package=stpphawkes.

Corresponding BibTeX entry: 

  @Manual{,
    title = {stpphawkes: Missing Data for Marked Hawkes Process},
    author = {J. Derek Tucker and Lyndsay Shand and Stephen Rowe and
      John Lewis},
    year = {2025},
    note = {R package version 0.2.2},
    url = {https://CRAN.R-project.org/package=stpphawkes},
  }

Readme and manuals

stpphawkes R package

R library for spatio-temporal Hawkes process modeling with missing data

A R package for modeling of spatio-temporal and temporal point process using a Hawkes model accounting for missing data

Installation

v0.2.2 is on CRAN and can be installed as

install.packages("stpphawkes")

  1. Download zip or tar.gz of package or clone repository
  2. Install into R (> 4.1.0)

install.packages("stpphawkes.tar.gz", repos = NULL)

References

J. D. Tucker, L. Shand, and J. R. Lewis, “Handling Missing Data in Self-Exciting Point Process Models,” Spatial Statistics, vol. 29. pp. 160-176, 2019. PDF

Help Manual

Help pageTopics
Calculate area of polynomialareapl
Simulate a homogenous space-time Poisson processhomog.STPP
Calculate intensity function for temporal Hawkesintensity_temporal
Bayesian Estimation of Spatio-Temporal Hawkes Model Parametersmcmc_stpp
Bayesian Estimation of Spatio-Temporal Hawkes Model Parameters with non uniform spatial locationsmcmc_stpp_nonunif
Bayesian Estimation of Temporal Hawkes Model Parametersmcmc_temporal
Bayesian Estimation of Temporal Hawkes Model Parameters with Categorical Marksmcmc_temporal_catmark
Bayesian Estimation of Temporal Hawkes Model Parameters with Categorical Marksmcmc_temporal_contmark
Point in polygonpip
Calculate if points are in the polynomialptinpoly
Simulate homogenous spatio-temporal hawkes modelsimulate_hawkes_stpp
Simulate inhomogenous spatio-temporal hawkes modelsimulate_hawkes_stpp_nonunif
Simulates a temporal Hawkes process with an exponential correlation functionsimulate_temporal
MLE Estimation of Spatio-Temporal Hawkes Model Parametersstpp.mle
MLE Estimation of Nonuniform Spatio-Temporal Hawkes Model Parametersstpp.mle.nonunif
Marked Hawkes Process with Missing Datastpphawkes-package stpphawkes
MLE Estimation of Temporal Hawkes Model Parameters with Categorical Markstemporal.catmark.mle
MLE Estimation of Temporal Hawkes Model Parameterstemporal.mle