Package: MRHawkes
Type: Package
Title: Multivariate Renewal Hawkes Process
Version: 1.0
Date: 2018-08-15
Author: Tom Stindl and Feng Chen
Maintainer: Tom Stindl <t.stindl@unsw.edu.au>
Description: 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>.
License: GPL (>= 2)
Depends: IHSEP, stats
NeedsCompilation: no
Packaged: 2018-08-20 01:02:54 UTC; tomstindl
Repository: CRAN
Date/Publication: 2018-08-20 11:20:02 UTC
Built: R 4.6.0; ; 2026-04-27 11:04:13 UTC; unix
