Other packages > Find by keyword >

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 05 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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

dhReg  
Dynamic Harmonic Regression
Building and forecasting time series data with multiple seasonality using Dynamic Harmonic Regressio ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
dcov  
A Fast Implementation of Distance Covariance
Efficient methods for computing distance covariance and relevant statistics. See Sz ...
Download / Learn more Package Citations See dependency  
noisyr  
Noise Quantification in High Throughput Sequencing Output
Quantifies and removes technical noise from high-throughput sequencing data. Two approaches are use ...
Download / Learn more Package Citations See dependency  
kernelPSI  
Post-Selection Inference for Nonlinear Variable Selection
Different post-selection inference strategies for kernelselection as described in kernelPSI a Post-S ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA