Diagnosis and Visualizations Tools for Temporal Point Processes

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Documentation for package ‘ppdiag’ version 0.1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

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