NHPoisson: AnRPackage for Fitting and Validating Nonhomogeneous Poisson Processes
نویسندگان
چکیده
منابع مشابه
Exact Statistical Inference for Some Parametric Nonhomogeneous Poisson Processes
Nonhomogeneous Poisson processes (NHPPs) are often used to model recurrent events, and there is thus a need to check model fit for such models. We study the problem of obtaining exact goodness-of-fit tests for certain parametric NHPPs, using a method based on Monte Carlo simulation conditional on sufficient statistics. A closely related way of obtaining exact confidence intervals in parametri...
متن کاملGenerating Nonhomogeneous Poisson Processes
We present an overview of existing methods to generate pseudorandom numbers from a nonhomogeneous Poisson process. We start with various definitions of the nonhomogeneous Poisson process, present theoretical results (sometimes with a proof) that form the basis of existing generation algorithms, and provide algorithm listings. Whenever available, we also provide links to sources containing compu...
متن کاملBayesian Nonparametric Inference for Nonhomogeneous Poisson Processes
Several classes of nonparametric priors are employed to model the rate of occurrence of failures of the nonhomogeneous Poisson process used in software reliability or in repairable systems. The classes include the gamma process prior, the beta process prior, and the extended gamma process prior. We derive the posterior distribution for each process. Sampling based methods are developed for Baye...
متن کاملSquares Estimation of Nonhomogeneous Poisson Processes
We formulate and evaluate weighted and ordinary least squares procedures for estimating the parametric rate function of a nonhomogeneous Poisson process. Special emphasis is given to processes having an exponential rate function, where the exponent may include a polynomial component or some trigonometric components or both. Theoretical and experimental evidence is provided to explain some surpr...
متن کاملEstimation for nonhomogeneous Poisson processes from aggregated data
A well-known heuristic for estimating the rate function or cumulative rate function of a nonhomogeneous Poisson process assumes that the rate function is piecewise constant on a set of data-independent intervals. We investigate the asymptotic (as the amount of data grows) behavior of this estimator in the case of equal interval widths, and show that it can be transformed into a consistent estim...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2015
ISSN: 1548-7660
DOI: 10.18637/jss.v064.i06