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IHSEP  

Inhomogeneous Self-Exciting Process
View on CRAN: Click here


Download and install IHSEP package within the R console
Install from CRAN:
install.packages("IHSEP")

Install from Github:
library("remotes")
install_github("cran/IHSEP")

Install by package version:
library("remotes")
install_version("IHSEP", "0.3.1")



Attach the package and use:
library("IHSEP")
Maintained by
Feng Chen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-08-18
Latest Update: 2022-09-16
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.
How to cite:
Feng Chen (2016). IHSEP: Inhomogeneous Self-Exciting Process. R package version 0.3.1, https://cran.r-project.org/web/packages/IHSEP. Accessed 06 Aug. 2026.
Previous versions and publish date:
0.0 (2016-08-18 10:02), 0.1 (2016-12-05 14:49), 0.2 (2021-08-16 17:10), 0.3 (2022-05-01 19:20), (2026-07-09 08:07)
Other packages that cited IHSEP R package
View IHSEP citation profile
Other R packages that IHSEP depends, imports, suggests or enhances
Complete documentation for IHSEP
Functions, R codes and Examples using the IHSEP R package
Some associated functions: IHSEP-package . asep . conv.seq . h.fn.exp . h.fn . mloglik0 . mloglik1a . mloglik1b . mloglik1c . mloglik1d . mloglik1e . sepp.resid . simHawkes0 . simHawkes1 . simHawkes1a . simPois . simPois0 . simchildren . simoffspring . 
Some associated R codes: RcppExports.R . mint.R . mloglik0.R . mloglik1a.R . mloglik1b.R . sepp.resid.R . simHawkes.R . simHawkes0.R . simHawkes1.R . simPois.R . simPois0.R .  Full IHSEP package functions and examples
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