stelfi: An R package for fitting Hawkes and log‐Gaussian Cox point process models

Author:

Jones‐Todd Charlotte M.1ORCID,van Helsdingen Alec B. M.1

Affiliation:

1. Department of Statistics University of Auckland Auckland New Zealand

Abstract

AbstractModelling spatial and temporal patterns in ecology is imperative to understand the complex processes inherent in ecological phenomena. Log‐Gaussian Cox processes are a popular choice among ecologists to describe the spatiotemporal distribution of point‐referenced data. In addition, point pattern models where events instigate others nearby (i.e., self‐exciting behaviour) are becoming increasingly popular to infer the contagious nature of events (e.g., animal sightings). While there are existing R packages that facilitate fitting spatiotemporal point processes and, separately, self‐exciting models, none incorporate both. We present an R package, stelfi, that fits spatiotemporal self‐exciting and log‐Gaussian Cox process models using Template Model Builder through a range of custom‐written C++ templates. We illustrate the use of stelfi's functions fitting models to Sasquatch (bigfoot) sightings data within the USA. The structure of these data is typical of many seen in ecology studies. We show, from a temporal Hawkes process to a spatiotemporal self‐exciting model, how the models offered by the package enable additional insights into the temporal and spatial progression of point pattern data. We present extensions to these well‐known models that include spatiotemporal self‐excitation and joint likelihood models, which are better suited to capture the complex mechanisms inherent in many ecological data. The package stelfi offers user‐friendly functionality, is open source, and is available from CRAN. It offers the implementation of complex spatiotemporal point process models in R for applications even beyond the field of ecology.

Funder

Asian Office of Aerospace Research and Development

Royal Society Te Apārangi

Publisher

Wiley

Reference45 articles.

1. Hawkes Processes in Finance

2. Spatial Point Patterns

3. BFRO. (1995).The Bigfoot Field Researchers Organization (BFRO).https://www.bfro.net/

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