Package: MRHawkes 1.0

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>.

Authors:Tom Stindl and Feng Chen

MRHawkes_1.0.tar.gz
MRHawkes_1.0.zip(r-4.7-any)MRHawkes_1.0.zip(r-4.6-any)MRHawkes_1.0.zip(r-4.5-any)
MRHawkes_1.0.tgz(r-4.6-any)MRHawkes_1.0.tgz(r-4.5-any)
MRHawkes_1.0.tar.gz(r-4.7-any)MRHawkes_1.0.tar.gz(r-4.6-any)
MRHawkes_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
MRHawkes/json (API)

# Install 'MRHawkes' in R:
install.packages('MRHawkes', repos = c('https://tomstindl.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • fivaqks - Fiji and Vanuatu Earthquake Data

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 10 scripts 221 downloads 9 exports 3 dependencies

Last updated from:e9b8c83443. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK89
source / vignettesOK154
linux-releaseOK143
macos-releaseOK160
macos-oldrelOK169
windows-develOK76
windows-releaseOK78
windows-oldrelOK61
wasm-releaseOK103

Exports:mllMRHmllMRH1mllMRH2predDensimMRHawkessimNSMHPsimpredTmllMRHtypeRes

Dependencies:IHSEPlpintRcpp