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 213 downloads 9 exports 3 dependencies

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

TargetResultTimeFilesSyslog
linux-devel-x86_64OK110
source / vignettesOK171
linux-release-x86_64OK111
macos-release-arm64OK208
macos-oldrel-arm64OK128
windows-develOK71
windows-releaseOK87
windows-oldrelOK71
wasm-releaseOK97

Exports:mllMRHmllMRH1mllMRH2predDensimMRHawkessimNSMHPsimpredTmllMRHtypeRes

Dependencies:IHSEPlpintRcpp