Expand description
A crate for modelling, simulation and statistical inference of point processes.
Re-exports§
pub use self::temporal::*;
Modules§
- estimators
- Estimators for point process models.
- likelihood
- Utility functions to compute the log-likelihood of the data under the models. The general form is given by $$ \ell(\Theta) = \sum_i \log(\lambda_{t_i}) - \int_0^T \lambda_t dt $$
- spatial
- Spatial point process models.
- temporal
- *Temporal point processes *on the real half-line $[0,\infty[$, such as Poisson or *Hawkes processes.