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Simulate an inhomogeneous self-exciting process (IHSEP), or Hawkes process, with a given (possibly time-varying) baseline intensity and an excitation function. Calculate the likelihood of an IHSEP with given baseline intensity and excitation functions for an (increasing) sequence of event times. Calculate the point process residuals (integral transforms of the original event times). Calculate the mean intensity process.
| Version: | 0.3.1 |
| Imports: | lpint, Rcpp |
| LinkingTo: | Rcpp |
| Published: | 2022-09-16 |
| Author: | Feng Chen |
| Maintainer: | Feng Chen <feng.chen at unsw.edu.au> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | IHSEP citation info |
| CRAN checks: | IHSEP results |
| Reference manual: | IHSEP.pdf |
| Package source: | IHSEP_0.3.1.tar.gz |
| Windows binaries: | r-devel: IHSEP_0.3.1.zip, r-release: IHSEP_0.3.1.zip, r-oldrel: IHSEP_0.3.1.zip |
| macOS binaries: | r-release (arm64): IHSEP_0.3.1.tgz, r-oldrel (arm64): IHSEP_0.3.1.tgz, r-release (x86_64): IHSEP_0.3.1.tgz, r-oldrel (x86_64): IHSEP_0.3.1.tgz |
| Old sources: | IHSEP archive |
| Reverse depends: | MRHawkes, RHawkes |
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