PointProcesses.jl

Welcome to the documentation of PointProcesses.jl, a package for modeling, simulation and inference with temporal point processes.

Getting started

To install the latest release available in the General registry, run the following code in Julia's REPL:

import Pkg; Pkg.add("PointProcesses")

To install the current development version, run this code instead:

import Pkg; Pkg.add(url="https://github.com/gdalle/PointProcesses.jl")

Mathematical background

Temporal point processes are a way to describe collections of events with time stamps. Please refer to the tutorial (Rasmussen, 2018) for details.

  • Rasmussen, J. G. (2018). Lecture Notes: Temporal Point Processes and the Conditional Intensity Function. arXiv:1806.00221 [stat].