Package: RHawkes
Type: Package
Title: Renewal Hawkes Process
Version: 1.0
Date: 2022-5-4
Authors@R: c(person(given="Feng", 
	            family="Chen", 
		    role = c("aut", "cre"),
		    email = "feng.chen@unsw.edu.au",
		    comment = c(ORCID="0000-0002-9646-3338")
		    ),
             person(given="Tom", 
	            family="Stindl", 
		    role = "ctb", 
		    email="t.stindl@unsw.edu.au",
		    comment=c(ORCID="0000-0001-8627-9337")
		    )
             )
Description: 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.
License: GPL (>= 2)
Depends: R (>= 2.10), IHSEP
NeedsCompilation: no
Packaged: 2026-07-05 04:16:15 UTC; root
Author: Feng Chen [aut, cre] (<https://orcid.org/0000-0002-9646-3338>),
        Tom Stindl [ctb] (<https://orcid.org/0000-0001-8627-9337>)
Maintainer: Feng Chen <feng.chen@unsw.edu.au>
Repository: https://fchenunswms.r-universe.dev
Date/Publication: 2022-05-05 13:40:09 UTC
RemoteUrl: https://github.com/cran/RHawkes
RemoteRef: HEAD
RemoteSha: 9a033bc7a3c829df6aa494c2bf79501c7152df3d