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IndTestPP (version 3.0)

Tests of Independence and Analysis of Dependence Between Point Processes in Time

Description

It provides a general framework to analyse dependence between point processes in time. It includes parametric and non-parametric tests to study independence, and functions for generating and analysing different types of dependence.

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Version

Install

install.packages('IndTestPP')

Monthly Downloads

165

Version

3.0

License

GPL

Maintainer

Ana C Cebrian

Last Published

August 28th, 2020

Functions in IndTestPP (3.0)

Identifying the occurrence points of the indicator processes in the CPSP from a POT approach

Generating a Common Poisson Shock Process

Changes format of the vector of occurrence times in a point process

Percentage of concordant intervals

Estimating cross K-function and envelopes for marginal processes of a CPSP

Identifying the occurrence points of the indicator processes in a CPSP

Generating a multivariate Neyman-Scott cluster process

Generating dependent point processes from a marked Poison Process

Conditional test of independence between two Poisson process

Correlation between the counting variables in two point processes

Generating a vector of independent Neyman-Scott cluster processes

Calculates the set of close points and the mean distance in a vector of processes, for each point in the first process

Generates trajectories of independent Poisson processes

Estimating the cross J-function and testing independence

Generates by translation a vector of independent processes, and calculates the set of close points and the mean distance for each point in the first process

IndTestPP-package

Tests of Independence and Analysis of Dependence between Point Processes in Time

Simulated intervals in a vector of point processes

Calculating the set of close points

Daily maximum temperature at Barcelona, Huesca and Zaragoza

Estimation of the transition matrix of a Markov chain

Estimating cross K-function and testing independence

Generating dependent point processes by a tandem queueing network

Estimating the D-function

Estimating the F-function

Estimating cross K-function and envelopes for the marginal processes of a queue

Lotwick-Silverman test of independence between point processes

Parametric bootstrap test of independence between point processes

Plotting the occurrence points of the marginal processes in a CPSP

Distance to the nearest point

Estimating extremal dependence coefficientes

Plotting the occurrence points of the indicator processes in a CPSP

Generating points in a Poisson process

Generating points in a homogenous Poisson process

Generates a vector of independent processes, and calculates the set of close points and the mean distance for each point in the first process

Plotting the occurrence points of a vector of point processes

A graphical test to assess independence between two point processes

Stationary distribution of a matrix and its spectral gap