MRHawkes
Multivariate Renewal Hawkes Process
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) <doi:10.1016/j.csda.2018.01.021>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0 |
rolling linux/jammy R-4.5 | MRHawkes_1.0.tar.gz |
215.8 KiB |
1.0 |
rolling linux/noble R-4.5 | MRHawkes_1.0.tar.gz |
215.8 KiB |
1.0 |
rolling source/ R- | MRHawkes_1.0.tar.gz |
102.3 KiB |
1.0 |
latest linux/jammy R-4.5 | MRHawkes_1.0.tar.gz |
215.8 KiB |
1.0 |
latest linux/noble R-4.5 | MRHawkes_1.0.tar.gz |
215.8 KiB |
1.0 |
latest source/ R- | MRHawkes_1.0.tar.gz |
102.3 KiB |
1.0 |
2026-04-26 source/ R- | MRHawkes_1.0.tar.gz |
102.3 KiB |
1.0 |
2026-04-23 source/ R- | MRHawkes_1.0.tar.gz |
102.3 KiB |
1.0 |
2026-04-09 windows/windows R-4.5 | MRHawkes_1.0.zip |
218.6 KiB |
1.0 |
2025-04-20 source/ R- | MRHawkes_1.0.tar.gz |
102.3 KiB |