PtProcess: Overview of PtProcess Package

Description

This topic gives an introductory overview to the package PtProcess. Links are given to follow up topics where more detail can be found.

Arguments

Introduction

This package contains routines for the fitting of time dependent point process models, particularly marked processes with jumps. These models have particular application to earthquake data. A detailed theoretical background to these and other point process models can be found in Daley & Vere-Jones (2003, 2008). An overview of the package structure is given by Harte (2010).

The direction of the development of the package has been influenced by our research on the application of point process models to seismology. The package was originally written for S-PLUS, being part of the Statistical Seismology Library (Harte, 1998; Brownrigg & Harte, 2005). The package ptproc by Peng (2002, 2003) analyses multi-dimensional point process models, and the package spatstat by Baddeley et al (2005, 2005a, 2008) analyses spatial point processes.

The topic Changes lists recent changes made to the package. Version 3 of the package has some major changes from Version 2, and code for Version 2 will not work in Version 3 without modification. Some examples giving the old code and the required new code are given in the topic Changes. Changes made in Version 3 enable one to fit a more general class of model.

Acknowledgements

The package is based on an S-PLUS package which was commenced at Victoria University of Wellington in 1996. Contributions and suggestions have been made by many, including: Mark Bebbington, Ray Brownrigg, Edwin Choi, Robert Davies, Michael Eglinton, Dongfeng Li, Li Ma, Alistair Merrifield, Andrew Tokeley, David Vere-Jones, Wenzheng Yang, Leon Young, Irina Zhdanova and Jiancang Zhuang.

References

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Baddeley, A. (2008). Open source software for spatial statistics. URL: http://www.spatstat.org/.

Baddeley, A. & Turner, R. (2005). Spatstat: an R package for analyzing spatial point patterns. Journal of Statistical Software 12(6), 1--42. URL: http://www.jstatsoft.org/v12/i6/.

Baddeley, A.; Turner, R.; Moller, J. & Hazelton, M. (2005a). Residual analysis for spatial point processes (with discussion). J. R. Statist. Soc. B 67(5), 617--666. DOI: http://dx.doi.org/10.1111/j.1467-9868.2005.00519.x.

Bebbington, M.S. & Harte, D.S. (2001). On the statistics of the linked stress release model. Journal of Applied Probability 38A, 176--187. DOI: http://dx.doi.org/10.1239/jap/1085496600.

Bebbington, M.S. & Harte, D.S. (2003). The linked stress release model for spatio-temporal seismicity: formulations, procedures and applications. Geophysical Journal International 154, 925--946. DOI: http://dx.doi.org/10.1046/j.1365-246X.2003.02015.x.

Brownrigg, R. & Harte, D.S. (2005). Using Rfor statistical seismology. RNews 5(1), 31--35. URL: http://cran.r-project.org/doc/Rnews/Rnews_2005-1.pdf

Daley, D.J. & Vere-Jones, D. (2003). An Introduction to the Theory of Point Processes. Volume I: Elementary Theory and Methods. Second Edition. Springer-Verlag, New York. URL: http://books.google.com/?isbn=0387955410.

Daley, D.J. & Vere-Jones, D. (2008). An Introduction to the Theory of Point Processes. Volume II: General Theory and Structure. Second Edition. Springer-Verlag, New York. URL: http://books.google.com/?isbn=9780387213378.

Harte, D. (1998). Documentation for the Statistical Seismology Library. School of Mathematical and Computing Sciences Research Report No. 98--10 (Updated Edition June 1999), Victoria University of Wellington. (ISSN 1174--4545)

Harte, D. (2010). PtProcess: An Rpackage for modelling marked point processes indexed by time. Journal of Statistical Software 35(8), 1--32. URL: http://www.jstatsoft.org/v35/i08/.

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Peng, R. (2002). Multi-dimensional Point Process Models. Package ptproc, URL: http://www.biostat.jhsph.edu/~rpeng.

Peng, R. (2003). Multi-dimensional point process models in R. Journal of Statistical Software 8(16), 1--27. URL: http://www.jstatsoft.org/v8/i16/.

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Vere-Jones, D. (1978). Earthquake prediction - a statistician's view. Journal of Physics of the Earth 26, 129--146.

Vere-Jones, D.; Robinson, R. & Yang, W. (2001). Remarks on the accelerated moment release model: problems of model formulation, simulation and estimation. Geophysical Journal International 144(3), 517--531. DOI: http://dx.doi.org/10.1046/j.1365-246x.2001.01348.x.

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Zhuang, J.C. (2006). Second-order residual analysis of spatiotemporal point processes and applications in model evaluation. J. R. Statist. Soc. B 68(4), 635--653. DOI: http://dx.doi.org/10.1111/j.1467-9868.2006.00559.x.