Hawkes and Log-Gaussian Cox Point Processes Using Template Model Builder
Overview
Fit Hawkes and log-Gaussian Cox process models with extensions. Introduced in Hawkes (1971) doi:10.2307/2334319 a Hawkes process is a self-exciting temporal point process where the occurrence of an event immediately increases the chance of another. We extend this to consider self-inhibiting process and a non-homogeneous background rate. A log-Gaussian Cox process is a Poisson point process where the log-intensity is given by a Gaussian random field. We extend this to a joint likelihood formulation fitting a marked log-Gaussian Cox model. In addition, the package offers functionality to fit self-exciting spatiotemporal point processes. Models are fitted via maximum likelihood using 'TMB' (Template Model Builder). Where included 1) random fields are assumed to be Gaussian and are integrated over using the Laplace approximation and 2) a stochastic partial differential equation model, introduced by Lindgren, Rue, and Lindström. (2011) doi:10.1111/j.1467-9868.2011.00777.x, is defined for the field(s).
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- None
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- fixing CRAN NOTE for CRAN (re)release
From NEWS.md in the release
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- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- NOTE12 OK, 1 NOTE2026-06-07
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- OK12 OK2026-04-25
- NOTE11 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 28 (1 internal)includes a package overview page
- Examples that run
- 47%7 run in a plain check (1 of them under a condition) · 8 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 94%
- Documented parameters
- 98%
- Return-value docs
- 88%
- Help pages citing references
- 14%
- stelfi HTML
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- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- 10
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- 0
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5 development-tooling and community-health practices detected across 4 families in the upstream repository
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GitHub Pages site last deployed 2025-09-15
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Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- unarchivedReturned to CRAN2025-09-15
- 1.0.2Latest2025-09-15 · current release · diff ↗ ·
added 2 exports
compensator_differences, show_multivariate_hawkes - RR 4.5.0 released · 2025-04-11
- archivedRemoved from CRAN2025-04-02issues were not corrected in time
- RR 4.4.0 released · 2024-04-24
- 1.0.12023-10-24 · diff ↗
- 1.0.0
- RR 4.3.0 released · 2023-04-21
- 0.0.22023-04-06 · diff ↗
- 0.0.12022-11-03
- RR 4.2.0 released · 2022-04-22
Package metadata
- First published
- 2022-11-03
- Total releases
- 5 / 4 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 4.5.0
- Bundled data
- 892 KB / 11 files
- Download size
- 966 KB
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