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MRHawkes  

Multivariate Renewal Hawkes Process
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("MRHawkes", "1.0")



Attach the package and use:
library("MRHawkes")
Maintained by
Tom Stindl
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-08-20
Latest Update: 2018-08-20
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) .
How to cite:
Tom Stindl (2018). MRHawkes: Multivariate Renewal Hawkes Process. R package version 1.0, https://cran.r-project.org/web/packages/MRHawkes. Accessed 21 Nov. 2024.
Previous versions and publish date:
No previous versions
Other packages that cited MRHawkes R package
View MRHawkes citation profile
Other R packages that MRHawkes depends, imports, suggests or enhances
Complete documentation for MRHawkes
Functions, R codes and Examples using the MRHawkes R package
Some associated functions: MRHawkes-package . TmllMRH . fivaqks . mllMRH . mllMRH1 . mllMRH2 . predDen . simMRHawkes . simNSMHP . simpred . typeRes . 
Some associated R codes: TmllMRH.R . mllMRH.R . mllMRH1.R . mllMRH2.R . predDen.R . simMRHawkes.R . simNSMHP.R . simpred.R . typeRes.R .  Full MRHawkes package functions and examples
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