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: 2022-05-04 13:17:53 UTC; z3243864
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: CRAN
Date/Publication: 2022-05-05 14:40:09 UTC
Built: R 4.6.0; ; 2026-04-26 01:45:09 UTC; unix
