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-4.5)MRHawkes_1.0.zip(r-4.4)MRHawkes_1.0.zip(r-4.3)
MRHawkes_1.0.tgz(r-4.5-any)MRHawkes_1.0.tgz(r-4.4-any)MRHawkes_1.0.tgz(r-4.3-any)
MRHawkes_1.0.tar.gz(r-4.5-noble)MRHawkes_1.0.tar.gz(r-4.4-noble)
MRHawkes_1.0.tgz(r-4.4-emscripten)MRHawkes_1.0.tgz(r-4.3-emscripten)
MRHawkes.pdf |MRHawkes.html
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 128 downloads 9 exports 3 dependencies

Last updated 7 years agofrom:e9b8c83443. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 14 2025
R-4.5-winOKMar 14 2025
R-4.5-macOKMar 14 2025
R-4.5-linuxOKMar 14 2025
R-4.4-winOKMar 14 2025
R-4.4-macOKMar 14 2025
R-4.4-linuxOKMar 14 2025
R-4.3-winOKMar 14 2025
R-4.3-macOKMar 14 2025

Exports:mllMRHmllMRH1mllMRH2predDensimMRHawkessimNSMHPsimpredTmllMRHtypeRes

Dependencies:IHSEPlpintRcpp