All functions

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

pp_compensator()

Compensators for point processes

pp_diag()

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