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 ).

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")

Download zip or tar.gz of package or clone repository
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