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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 ) 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) , 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) 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. Accessed 05 Jan. 2025.
Previous versions and publish date:
0.0 (2017-11-17 12:48)
Other packages that cited RHawkes R package
View RHawkes citation profile
Other R packages that RHawkes depends,
imports, suggests or enhances
Complete documentation for RHawkes
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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