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IHSEP

Inhomogeneous Self-Exciting Process

v0.3.1 · Sep 16, 2022 · GPL (>= 2)

Description

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.

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CRAN Check Status

14 NOTE
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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang NOTE
r-devel-linux-x86_64-fedora-gcc NOTE
r-devel-macos-arm64 NOTE
r-devel-windows-x86_64 NOTE
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 NOTE
r-release-linux-x86_64 NOTE
r-release-macos-arm64 NOTE
r-release-macos-x86_64 NOTE
r-release-windows-x86_64 NOTE
Check details (16 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Feng Chen <feng.chen@unsw.edu.au>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Feng",
                    family = "Chen",
                    role = c("aut", "cre"),
                    email = "feng.chen@unsw.edu.au")
as necessary.

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.
NOTE r-devel-linux-x86_64-debian-clang

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Feng Chen <feng.chen@unsw.edu.au>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Feng",
                    family = "Chen",
                    role = c("aut", "cre"),
                    email = "feng.chen@unsw.edu.au")
as necessary.

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.
NOTE r-devel-linux-x86_64-debian-gcc

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-release-macos-arm64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^

Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Feng Chen <feng.chen@unsw.edu.au>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Feng",
                    family = "Chen",
                    role = c("aut", "cre"),
                    email = "feng.chen@unsw.edu.au")
as necessary.

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Feng Chen <feng.chen@unsw.edu.au>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Feng",
                    family = "Chen",
                    role = c("aut", "cre"),
                    email = "feng.chen@unsw.edu.au")
as necessary.

Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.
NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-release-macos-arm64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^
NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) simHawkes1a.Rd:35: Lost braces; missing escapes or markup?
    35 | distribution; 'd${dis}' gives the density function \eqn{g(\cdot)}.}
       |                  ^

Reverse Dependencies (2)

depends

Dependency Network

Dependencies Reverse dependencies lpint Rcpp MRHawkes RHawkes IHSEP

Version History

new 0.3.1 Mar 10, 2026
updated 0.3.1 ← 0.3 diff Sep 15, 2022
updated 0.3 ← 0.2 diff Apr 30, 2022
updated 0.2 ← 0.1 diff Aug 15, 2021
updated 0.1 ← 0.0 diff Dec 4, 2016
new 0.0 Aug 17, 2016