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