# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "RHawkes" in publications use:' type: software license: GPL-2.0-or-later title: 'RHawkes: Renewal Hawkes Process' version: '1.0' doi: 10.1080/10618600.2017.1341324 identifiers: - type: doi value: 10.32614/CRAN.package.RHawkes abstract: The renewal Hawkes (RHawkes) process (Wheatley, Filimonov, and Sornette, 2016 ) 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) , 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) is also included. authors: - family-names: Chen given-names: Feng email: feng.chen@unsw.edu.au orcid: https://orcid.org/0000-0002-9646-3338 preferred-citation: type: article title: Direct Likelihood Evaluation for the Renewal Hawkes Process authors: - family-names: Chen given-names: Feng email: feng.chen@unsw.edu.au orcid: https://orcid.org/0000-0002-9646-3338 - family-names: Stindl given-names: Tom journal: Journal of Computational and Graphical Statistics volume: '27' issue: '1' year: '2018' doi: 10.1080/10618600.2017.1341324 start: 119-131 repository: https://fchenunswms.r-universe.dev commit: 9a033bc7a3c829df6aa494c2bf79501c7152df3d date-released: '2022-05-04' contact: - family-names: Chen given-names: Feng email: feng.chen@unsw.edu.au orcid: https://orcid.org/0000-0002-9646-3338 references: - type: article title: Accelerating the estimation of renewal Hawkes self-exciting point processes authors: - family-names: Chen given-names: Feng - family-names: Stindl given-names: Tom journal: Statistics and Computing volume: '31' issue: '26' year: '2021' doi: 10.1007/s11222-021-10002-0 start: 1-26 - type: manual title: 'RHawkes: Renewal Hawkes Process' authors: - family-names: Chen given-names: Feng - family-names: Stindl given-names: Thomas year: '2022' notes: R package version 1.0 url: https://cran.r-project.org/package=RHawkes