The following R code demonstrates how to fit a multitype NonHomogeneous Poisson Process (NHPP) model to grouped temporal data. Multitype Poisson processes belong to the family of marked point processes.

Note that grouped temporal data occurs when only the number of recurrences within a given time interval are known.

The R code may be used to fit 1) a multitype NHPP model with a loglinear intensity function, with the intensity at time t defined by , or 2) a multitype NHPP model with a power law intensity function, with the intensity at time t defined by .

Furthermore, the R code also shows how to fit a multitype Homogeneous Poisson Process (HPP) model to grouped temporal data.

Continue reading R code for fitting a multitype NHPP model to grouped temporal data