MRHawkes
1.0Multivariate Renewal Hawkes Process
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Overview
About
Simulate a (bivariate) multivariate renewal Hawkes (MRHawkes) self-exciting process, with given immigrant hazard rate functions and offspring density function. Calculate the likelihood of a MRHawkes process with given hazard rate functions 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 Stindl and Chen (2018) doi:10.1016/j.csda.2018.01.021.
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Listed in earlier versions (2)
no longer listed · 1.0
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Package Timeline
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.0Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
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Package metadata
- First published
- 2018-08-20
- Total releases
- 1 / 8 yrs
- License
- GPL (>= 2) OSI
- Bundled data
- 84 KB / 1 file
- Download size
- 103 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet