NHPoisson provides tools for the modelling and maximum likelihood estimation of non homogeneous Poisson processes (NHPP) in time, where the intensity is formulated as a function of (time-dependent) covariates. A comprehensive toolkit for model selection, residual analysis and diagnostic of the fitted model is also provided. Finally, it permits random generation of NHPP.
Ana C. Cebrian <email@example.com>
evir, extRemes, POT, ppstat, spatstat, yuima
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