RHawkes
Renewal Hawkes Process
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0 |
rolling linux/jammy R-4.5 | RHawkes_1.0.tar.gz |
982.0 KiB |
1.0 |
rolling linux/noble R-4.5 | RHawkes_1.0.tar.gz |
982.1 KiB |
1.0 |
rolling source/ R- | RHawkes_1.0.tar.gz |
894.2 KiB |
1.0 |
latest linux/jammy R-4.5 | RHawkes_1.0.tar.gz |
982.0 KiB |
1.0 |
latest linux/noble R-4.5 | RHawkes_1.0.tar.gz |
982.1 KiB |
1.0 |
latest source/ R- | RHawkes_1.0.tar.gz |
894.2 KiB |
1.0 |
2026-04-26 source/ R- | RHawkes_1.0.tar.gz |
894.2 KiB |
1.0 |
2026-04-23 source/ R- | RHawkes_1.0.tar.gz |
894.2 KiB |
1.0 |
2026-04-09 windows/windows R-4.5 | RHawkes_1.0.zip |
985.4 KiB |
1.0 |
2025-04-20 source/ R- | RHawkes_1.0.tar.gz |
894.2 KiB |