{
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  "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": "2026-10-20 09:50:08 UTC",
    "User": "root"
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  "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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      "title": "An RHawkes earthquake data set",
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    {
      "page": "RHawkes-package",
      "title": "Renewal Hawkes Process",
      "topics": [
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        "RHawkes"
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      "page": "damllRH",
      "title": "Dynamically approxomated minus loglikelihood of a RHawkes model",
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      "title": "Partial EM algorithm for the RHawkes process, version 1",
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    {
      "page": "EM2partial",
      "title": "Partial EM algorithm for the RHawkes process, version 2",
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      "page": "mllRH",
      "title": "Minus loglikelihood of a RHawkes model",
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    },
    {
      "page": "mllRH1",
      "title": "Minus loglikelihood of a RHawkes model with parent probabilities",
      "topics": [
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    },
    {
      "page": "mllRH2",
      "title": "Minus loglikelihood of a RHawkes model with Rosenblatt residuals",
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      "title": "RHawkes predictive density function",
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      "title": "RHawkes predictive hazard function",
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      "title": "An RHawkes earthquake data set",
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      "page": "sim.pred",
      "title": "Simulate a fitted RHawkes process model",
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      "title": "Simulate a fitted RHawkes process model for prediction purposes",
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    {
      "page": "simRHawkes",
      "title": "Simulate a renewal Hawkes (RHawkes) process",
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      "title": "Simulate a renewal Hawkes (RHawkes) process",
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