Published
June 7, 2021
Received
Oct 30, 2020
The need to analyze the dependence between two or more point processes in time appears in many modeling problems related to the occurrence of events, such as the occurrence of climate events at different spatial locations or synchrony detection in spike train analysis. The package IndTestPP provides a general framework for all the steps in this type of analysis, and one of its main features is the implementation of three families of tests to study independence given the intensities of the processes, which are not only useful to assess independence but also to identify factors causing dependence. The package also includes functions for generating different types of dependent point processes, and implements computational statistical inference tools using them. An application to characterize the dependence between the occurrence of extreme heat events in three Spanish locations using the package is shown.
June 7, 2021
Oct 30, 2020
Supplementary materials are available in addition to this article. It can be downloaded at RJ-2021-049.zip
Text and figures are licensed under Creative Commons Attribution CC BY 4.0. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".
For attribution, please cite this work as
Cebrián & Asín, "The R Journal: Analyzing Dependence between Point Processes in Time Using IndTestPP", The R Journal, 2021
BibTeX citation
@article{RJ-2021-049,
author = {Cebrián, Ana C. and Asín, Jesús},
title = {The R Journal: Analyzing Dependence between Point Processes in Time Using IndTestPP},
journal = {The R Journal},
year = {2021},
note = {https://doi.org/10.32614/RJ-2021-049},
doi = {10.32614/RJ-2021-049},
volume = {13},
issue = {1},
issn = {2073-4859},
pages = {444-460}
}