{
  "_id": "6a49db412c82cd3614823dad",
  "Package": "RHawkes",
  "Type": "Package",
  "Title": "Renewal Hawkes Process",
  "Version": "1.0",
  "Date": "2022-5-4",
  "Authors@R": "c(person(given=\"Feng\", \nfamily=\"Chen\",\nrole = c(\"aut\", \"cre\"),\nemail = \"feng.chen@unsw.edu.au\",\ncomment = c(ORCID=\"0000-0002-9646-3338\")\n),\nperson(given=\"Tom\",\nfamily=\"Stindl\",\nrole = \"ctb\",\nemail=\"t.stindl@unsw.edu.au\",\ncomment=c(ORCID=\"0000-0001-8627-9337\")\n)\n)",
  "Description": "The renewal Hawkes (RHawkes) process (Wheatley, Filimonov,\nand Sornette, 2016 <doi:10.1016/j.csda.2015.08.007>) is an\nextension to the classical Hawkes self-exciting point process\nwidely used in the modelling of clustered event sequence data.\nThis package provides functions to simulate the RHawkes process\nwith a given immigrant hazard rate function and offspring birth\ntime density function, to compute the exact likelihood of a\nRHawkes process using the recursive algorithm proposed by Chen\nand Stindl (2018) <doi:10.1080/10618600.2017.1341324>, to\ncompute the Rosenblatt residuals for goodness-of-fit\nassessment, and to predict future event times based on observed\nevent times up to a given time. A function implementing the\nlinear time RHawkes process likelihood approximation algorithm\nproposed in Stindl and Chen (2021)\n<doi:10.1007/s11222-021-10002-0> is also included.",
  "License": "GPL (>= 2)",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-07-05 04:16:15 UTC",
    "User": "root"
  },
  "Author": "Feng Chen [aut, cre] (<https://orcid.org/0000-0002-9646-3338>),\nTom 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",
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    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/RHawkes"
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  "_assets": [
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    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
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    "EM2partial",
    "mllRH",
    "mllRH1",
    "mllRH2",
    "pred.den",
    "pred.haz",
    "sim.pred",
    "sim.pred1",
    "simRHawkes",
    "simRHawkes1"
  ],
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      "name": "quake",
      "title": "An RHawkes earthquake data set",
      "object": "quake",
      "file": "quake.RData",
      "class": [
        "data.frame"
      ],
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        "time",
        "mag"
      ],
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      "table": true,
      "tojson": true
    },
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      "title": "mid-price change times of the AUD/USD exchange rate",
      "object": "tms",
      "file": "tms.RData",
      "class": [
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      ],
      "fields": [],
      "table": false,
      "tojson": true
    }
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  "_help": [
    {
      "page": "RHawkes-package",
      "title": "Renewal Hawkes Process",
      "topics": [
        "RHawkes-package",
        "RHawkes"
      ]
    },
    {
      "page": "damllRH",
      "title": "Dynamically approxomated minus loglikelihood of a RHawkes model",
      "topics": [
        "damllRH"
      ]
    },
    {
      "page": "EM1partial",
      "title": "Partial EM algorithm for the RHawkes process, version 1",
      "topics": [
        "EM1partial"
      ]
    },
    {
      "page": "EM2partial",
      "title": "Partial EM algorithm for the RHawkes process, version 2",
      "topics": [
        "EM2partial"
      ]
    },
    {
      "page": "mllRH",
      "title": "Minus loglikelihood of a RHawkes model",
      "topics": [
        "mllRH"
      ]
    },
    {
      "page": "mllRH1",
      "title": "Minus loglikelihood of a RHawkes model with parent probabilities",
      "topics": [
        "mllRH1"
      ]
    },
    {
      "page": "mllRH2",
      "title": "Minus loglikelihood of a RHawkes model with Rosenblatt residuals",
      "topics": [
        "mllRH2"
      ]
    },
    {
      "page": "pred.den",
      "title": "RHawkes predictive density function",
      "topics": [
        "pred.den"
      ]
    },
    {
      "page": "pred.haz",
      "title": "RHawkes predictive hazard function",
      "topics": [
        "pred.haz"
      ]
    },
    {
      "page": "quake",
      "title": "An RHawkes earthquake data set",
      "topics": [
        "quake"
      ]
    },
    {
      "page": "sim.pred",
      "title": "Simulate a fitted RHawkes process model",
      "topics": [
        "sim.pred"
      ]
    },
    {
      "page": "sim.pred1",
      "title": "Simulate a fitted RHawkes process model for prediction purposes",
      "topics": [
        "sim.pred1"
      ]
    },
    {
      "page": "simRHawkes",
      "title": "Simulate a renewal Hawkes (RHawkes) process",
      "topics": [
        "simRHawkes"
      ]
    },
    {
      "page": "simRHawkes1",
      "title": "Simulate a renewal Hawkes (RHawkes) process",
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        "simRHawkes1"
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    {
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      "title": "mid-price change times of the AUD/USD exchange rate",
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      ]
    }
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