The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
The renewal Hawkes (RHawkes) process (Wheatley, Filimonov, and Sornette, 2016 <doi:10.1016/j.csda.2015.08.007>) is an extension to the classical Hawkes self-exciting point process widely used in the modelling of clustered event sequence data. This package provides functions to simulate the RHawkes process with a given immigrant hazard rate function and offspring birth time density function, to compute the exact likelihood of a RHawkes process using the recursive algorithm proposed by Chen and Stindl (2018) <doi:10.1080/10618600.2017.1341324>, to compute the Rosenblatt residuals for goodness-of-fit assessment, and to predict future event times based on observed event times up to a given time. A function implementing the linear time RHawkes process likelihood approximation algorithm proposed in Stindl and Chen (2021) <doi:10.1007/s11222-021-10002-0> is also included.
Version: | 1.0 |
Depends: | R (≥ 2.10), IHSEP |
Published: | 2022-05-05 |
DOI: | 10.32614/CRAN.package.RHawkes |
Author: | Feng Chen |
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_1.0.tar.gz |
Windows binaries: | r-devel: RHawkes_1.0.zip, r-release: RHawkes_1.0.zip, r-oldrel: RHawkes_1.0.zip |
macOS binaries: | r-release (arm64): RHawkes_1.0.tgz, r-oldrel (arm64): RHawkes_1.0.tgz, r-release (x86_64): RHawkes_1.0.tgz, r-oldrel (x86_64): RHawkes_1.0.tgz |
Old sources: | RHawkes archive |
Please use the canonical form https://CRAN.R-project.org/package=RHawkes to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.