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MRHawkes
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]
[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
Previous versions and publish date:
No previous versions
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View MRHawkes citation profile
Other R packages that MRHawkes depends,
imports, suggests or enhances
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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