RHawkes: Renewal Hawkes Process

Simulate a renewal Hawkes (RHawkes) self-exciting process, with a given immigrant hazard rate function and offspring density function. Calculate the likelihood of a RHawkes process with given hazard rate function and offspring density function for an (increasing) sequence of event times. Calculate the Rosenblatt residuals of the event times. Predict future event times based on observed event times up to a given time. For details see Chen and Stindl (2017) <doi:10.1080/10618600.2017.1341324>.

Version: 0.0
Depends: R (≥ 2.10), IHSEP
Published: 2017-11-17
Author: Feng Chen Thomas Stindl
Maintainer: Feng Chen <feng.chen at unsw.edu.au>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: RHawkes citation info
CRAN checks: RHawkes results


Reference manual: RHawkes.pdf
Package source: RHawkes_0.0.tar.gz
Windows binaries: r-devel: RHawkes_0.0.zip, r-release: RHawkes_0.0.zip, r-oldrel: RHawkes_0.0.zip
OS X binaries: r-release: RHawkes_0.0.tgz, r-oldrel: RHawkes_0.0.tgz


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