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\title{A Guide to NScluster: \texttt{R} Package for Maximum Palm Likelihood
 Estimation for Cluster Point Process Models using OpenMP}
\author{Ushio Tanaka\\Osaka Prefecture University \and Masami Saga\\Indigo
 Corporation \and Junji Nakano\\The Institute of Statistical Mathematics}

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\maketitle

\section{Preliminaries}

A \textit{point process} is a stochastic model governing the location of events
 in a given set. We consider the point process in a subset of Euclidean space.
 A \textit{point pattern} is considered a realization of the point process. To
 analyze the point pattern, we first plot it as observed in the subset, which is
 considered an \textit{observation window} denoted $W$. Following the preceding
 study, for simplicity, we restrict our discussion to $W$ of a two-dimensional
 Euclidean space ${\mathbb{R}}^2$ to be standardized, i.e., a unit square
 ($W=[0,1]\times[0,1]$). Thus, throughout NScluster, we employ a unit square as
 the observation window. If the window is a rectangular domain or is irregularly
 shaped, we select the largest possible square from the window, and consider it
 as the unit. We assume that $W$ satisfies a periodic boundary condition to
 consider it as a torus.

Throughout NScluster, we refer readers to Tanaka et al.
\cite{RefTanaka:Ogata:Katsura2008, RefTanaka:Ogata:Stoyan2008} for details.

\section{Overview of models}

We assume point processes on $W$ satisfy conditions of local finiteness,
 simplicity, uniformity and isotropy. Note that by virtue of uniformity, point
 processes are homogeneous, i.e., they are of constant intensity.   

First, we generate a homogeneous Poisson point process with intensity $\mu$. The
 generated points are referred to as parent points. Each parent point generates
 a random number $M$ of descendant points, which are realized independently and
 identically. Let $\nu$ be the expectation of $M$. The descendent points are
 distributed isotropically around each parent point, and the distances between
 each parent point and its descendent points are distributed independently and
 identically according to a probability density function (PDF) relative to the
 distance from a parent point to its descendent point. We call the PDF a
 dispersal kernel and denote it by $q_{\tau}$, where $\tau$ indicates the
 parameter set of the dispersal kernel. The \textit{Neyman-Scott cluster point
 process} is a union of all descendant points, with the exception of all parent
 points. In other words, the cluster process is unobservable for each cluster
 center. The Neyman-Scott cluster point process is also homogeneous, and its
 intensity $\lambda$ equals $\mu \nu$.

We describe five cluster point process models, i.e., the Thomas and
 Inverse-power type models, and the extended Thomas models of type A, B, and
 C.

\subsection{Neyman-Scott cluster point process model}
\subsubsection{Thomas model}
\label{section:Thomas model}
The \textit{Thomas model} is the most utilized Neyman-Scott cluster point
 process model. In this model, descendant points are scattered according to
 bivariate Gaussian distribution with zero mean and covariance matrix
 $\sigma^2 I$, $\sigma > 0$, where $I$ is a $2 \times 2$ identity matrix. The
 corresponding dispersal kernel with $\tau = \sigma$ is given by
\[ 
q_{\sigma}(r) := \frac{r}{\sigma^2} \exp \left( - \frac{r^2}{2\sigma^2} \right),
 \quad r \ge 0.
\]

In previous studies that analyzed clustering point pattern data, the Thomas
 model has been representatively situated to be fitted to such data because one
 can explicitly derive classical summary statistics, e.g., Ripley's $K$-function
 of the Thomas model, which is closely related to the Palm intensity
 (Section ~\ref{subsec:Palm intensity}).

\subsubsection{Inverse-power type model}
\label{section:Inverse-power type}
The \textit{Inverse-power type model} originated from the frequency of
 aftershocks per unit time interval (one day, one month, etc.), which has been
 referred to as the ``modified Omori formula''. The corresponding dispersal
 kernel with $\tau = (p,c)$ is given by
\[
q_{(p,c)}(r) := \frac{c^{p-1}(p-1)}{(r+c)^p}, \quad r \geq 0, 
\]
where $p > 1$ and $c > 0$ imply the decay order and scaling with respect to the
 distance between each parent point and its descendant points, respectively.

\subsubsection{Type A model}
\label{section:Type A}
The \textit{extended Thomas model of type A} (\textit{Type A model} for
 short) is a Neyman-Scott cluster point process model where the dispersal kernel
 is mixed by that of the two Thomas models with variable cluster sizes as
 follows:
\begin{equation}
q_{(a, \sigma_1, \sigma_2)}(r) := a q_{\sigma_1}(r) + (1-a) q_{\sigma_2}(r),
 \quad r \ge 0,
\label{eq:Type A}
\end{equation}
where $a$ is a mixture ratio parameter with $0 < a < 1$. From
 Equation~\eqref{eq:Type A}, it can be inferred that the Type A model is
 suitable for densely and vaguely clustering point pattern data to be fitted by
 mixing the Thomas model with the mixture ratio $a$.

\subsection{Superposed Neyman-Scott cluster point process model}

We extend the Neyman-Scott cluster point processes to superposed ones. The
 superposition is one of extension manners.

Here, we focus on the superposed Thomas model. The parameters to be estimated
 are given by those of two Thomas models: $(\mu_i, \nu_i, \sigma_i)$, where
 $i = 1, 2$. Note that the intensity $\lambda$ of superposed uniform point
 processes with intensity $\lambda_i$ ($= \mu_i \nu_i$), $i = 1, 2$, is given by 
\[
\lambda = \lambda_1 + \lambda_2.
\]

\subsubsection{Type B and C models}
We handle two types of the superposed Thomas model, which are referred to as the
 \textit{etended Thomas model of type B} (\textit{Type B model} for short)
 if $\nu_1 = \nu_2$ and the \textit{extended Thomas model of type C}
 (\textit{Type C model} for short) if $\nu_1 \neq \nu_2$.

\section{Overview of functions}
The package NScluster comprises four tasks, i.e., simulation, MPLE, confidence
 interval estimation, and non-parametric and parametric Palm intensity
 comparison.

\subsection{Simulation}
The first and most intuitive step to understand the model characteristics is to
 observe the data generated by the model. This can be realized using the
 \texttt{sim.cppm} function. 
%
\subsection{MPLE}
\subsubsection{Palm intensity}
\label{subsec:Palm intensity}
We begin with a brief overview of the Palm intensity of the point processes.
 Translating each point of the given point process into the origin
 $\bm{o} \in {\mathbb{R}}^2$, we obtain a superposed point process at $\bm{o}$.
 We call it the \textit{difference process}. The difference process is symmetric
 with respect to $\bm{o}$. The Palm intensity focuses on the difference process
 induced from pairwise coordinates of the original process rather than the
 original given point process.

Let us define the Palm intensity. We denote by $N$ a counting measure, i.e., the
 total mass of random geometrical objects such as the number of points, lengths
 of fibers, areas of surfaces, and volume of grains within Borel sets. The
 \textit{Palm intensity} ${\lambda}_{\bm{o}}$ is defined as follows:
\begin{equation}
{\lambda}_{\bm{o}}(\bm{x}) :=
 \frac{\Pr(\{\,N(\bm{dx}) \ge 1\mid N(\{\bm{o}\}) = 1\,\})}{\mathrm{Vol}(\bm{dx})},
\label{eq:Palm intensity}
\end{equation}
where $\bm{dx}$ represents an infinitesimal set containing an arbitrary given
 point $\bm{x} \in W$. Here, we examine Equation~\eqref{eq:Palm intensity}.
 ${\lambda}_{\bm{o}}$ implies the occurrence rate at an arbitrary given point
 $\bm{x}$ provided that a point is at $\bm{o}$. Let $r$ be the distance from
 $\bm{o}$ to $\bm{x}$. We see that $\lambda_{\bm{o}}$ depends only on $r$. Thus,
 we obtain its polar coordinate representation with respect to distance $r$ as
 follows:
\[
\lambda_{\bm{o}}(\bm{x})=\lambda_{\bm{o}}(r,\theta)=\lambda_{\bm{o}}(r),
\quad r \ge 0, \quad 0 \le \theta < 2\pi.
\]
Generally, the Palm intensity of cluster point processes cannot be derived
 analytically, say the aforementioned Inverse-power type and the Type A models.

Here, we further assume the point processes to be orderly, i.e.,
 $\Pr(\{\,N(\bm{dx}) \ge 2\})$ is of a smaller order of magnitude than
 $\mathrm{Vol}(\bm{dx})$. The orderliness allows us to represent the Palm
 intensity in terms of Ripley's $K$-function, which is defined as the average
 number of other points that have appeared within the distance from the typical
 point. 

\subsubsection{Palm likelihood function}
The maximum Palm likelihood estimation procedure is based on the assumption that
 the difference process is well approximated by an isotropic and inhomogeneous
 Poisson point process with intensity function $N(W) \, \lambda_{\bm{o}}(r)$,
 which is centered at $\bm{o}$.

We are positioned to state the log-\textit{Palm likelihood function}. Let
 $\bm{\theta}$ denote the parameter set of the cluster point process models. The
 log-Palm likelihood function, denoted $\ln L$ based on the Palm intensity
 $\lambda_{\bm{o}}$ (including $\bm{\theta}$) is given as follows:
\begin{equation}
\ln L(\bm{\theta}) = \sum_{i,j; i < j, 0 < r_{ij} \le 1/2}
\ln\left(N(W) \, \lambda_{\bm{o}}(r_{ij})\right)
-2 \pi \, N(W)\int_{0}^{1/2}\lambda_{\bm{o}}(r) \, r\,dr,
\label{eq:Palm likelihood}
\end{equation}
where the summation is taken over each pair $(i,j)$ with $i < j$ such that the
 distance $r_{ij}$ between distinct points $x_{i}$ and $x_{j}$ of the cluster
 point processes satisfies $0 < r_{ij} \le 1/2$. 
Note that in Equation~\eqref{eq:Palm likelihood} ``$i < j$'' and ``$1/2$'' are
 due to the symmetry of difference processes and the periodic boundary condition
 for $W=[0,1]\times[0,1]$, respectively.

The \textit{maximum Palm likelihood estimate}s (\textit{MPLE}s for short) are
 those that maximize Equation~\eqref{eq:Palm likelihood}. Note that maximizing
 $\ln L(\bm{\theta})$ in Equation~\eqref{eq:Palm likelihood} to obtain MPLEs,
 $N(W)$ assigning the non-parametric part of Equation~\eqref{eq:Palm likelihood}
 is removable.

The \texttt{mple.cppm} function improves the given initial parameters using the
 simplex method to maximize $\ln L(\bm{\theta})$ in 
Equation~\eqref{eq:Palm likelihood}. 

\subsection{Confidence interval of parameter estimates}
We develop a confidence interval of parameters using bootstrap method. When
 we estimate one model, we generate simulated data several times for the 
 estimated model, then, we estimate the parameters and repeatedly. The empirical
 distribution of given parameters can be used to decide the interval estimation
 of the parameter.

\subsection{Display of normalized Palm intensity}
\label{section:Palm intensity}
To determine the adequacy of MPLEs, NScluster provides users with a
 non-parametric estimation of the Palm intensity. NScluster can depict the Palm
 intensity of the five cluster point process models using the \texttt{palm.cppm}
 function.

\begin{thebibliography}{1}

\bibitem{RefTanaka:Ogata:Katsura2008}
Tanaka U, Ogata Y, Katsura K (2008).
\newblock ``Simulation and Estimation of the Neyman-Scott Type Spatial Cluster Models.''
\newblock {\em Computer Science Monographs}, \textbf{34}, 1--44:
\newblock URL \url{https://www.ism.ac.jp/editsec/csm/}

\bibitem{RefTanaka:Ogata:Stoyan2008}
Tanaka U, Ogata Y, Stoyan D (2008). 
\newblock ``Parameter estimation and model selection for Neyman-Scott point processes.''
\newblock \textit{Biometrical Journal}, \textbf{50}, 43--57. 

\end{thebibliography}

\end{document}
