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RHawkes
View on CRAN: Click
here
Download and install RHawkes package within the R console
Install from CRAN:
install.packages("RHawkes")
Install from Github:
library("remotes")
install_github("cran/RHawkes")
Install by package version:
library("remotes")
install_version("RHawkes", "1.0")
Attach the package and use:
library("RHawkes")
Maintained by
Feng Chen
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-11-17
Latest Update: 2022-05-05
Description:
The renewal Hawkes (RHawkes) process (Wheatley, Filimonov, and Sornette, 2016 <doi:10.1016/j.csda.2015.08.007>) is an extension to the classical Hawkes self-exciting point process widely used in the modelling of clustered event sequence data. This package provides functions to simulate the RHawkes process with a given immigrant hazard rate function and offspring birth time density function, to compute the exact likelihood of a RHawkes process using the recursive algorithm proposed by Chen and Stindl (2018) <doi:10.1080/10618600.2017.1341324>, to compute the Rosenblatt residuals for goodness-of-fit assessment, and to predict future event times based on observed event times up to a given time. A function implementing the linear time RHawkes process likelihood approximation algorithm proposed in Stindl and Chen (2021) <doi:10.1007/s11222-021-10002-0> is also included.
How to cite:
Feng Chen (2017). RHawkes: Renewal Hawkes Process. R package version 1.0, https://cran.r-project.org/web/packages/RHawkes
Previous versions and publish date:
0.0 (2017-11-17 12:48)
Other packages that cited RHawkes R package
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Other R packages that RHawkes depends,
imports, suggests or enhances
Functions, R codes and Examples using
the RHawkes R package
Some associated functions: EM1partial . EM2partial . RHawkes-package . damllRH . mllRH . mllRH1 . mllRH2 . pred.den . pred.haz . quake . sim.pred . sim.pred1 . simRHawkes . simRHawkes1 . tms .
Some associated R codes: EM1partial.R . EM2partial.R . damllRH.R . mllRH.R . mllRH1.R . mllRH2.R . pred.den.R . pred.haz.R . sim.pred.R . sim.pred1.R . simRHawkes.R . simRHawkes1.R . Full RHawkes package functions and examples
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