MRHawkes

Multivariate Renewal Hawkes Process

v1.0 · Aug 20, 2018 · GPL (>= 2)

Description

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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r-devel-linux-x86_64-debian-clang	NOTE	49.7s
r-devel-linux-x86_64-debian-gcc	NOTE	36.5s
r-devel-linux-x86_64-fedora-clang	OK	75.2s
r-devel-linux-x86_64-fedora-gcc	OK	73.1s
r-devel-macos-arm64	OK	16s
r-devel-windows-x86_64	OK	70s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	37s
r-oldrel-windows-x86_64	OK	76s
r-patched-linux-x86_64	OK	47s
r-release-linux-x86_64	OK	43.9s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	45s
r-release-windows-x86_64	OK	63s

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NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Tom Stindl <t.stindl@unsw.edu.au>’

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

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Tom Stindl <t.stindl@unsw.edu.au>’

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

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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Tom Stindl <t.stindl@unsw.edu.au>’

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

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Tom Stindl <t.stindl@unsw.edu.au>’

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

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Version History

new 1.0 Mar 10, 2026