| Name : R-MRHawkes
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.4.7
| Date : 2024-06-14 11:33:49
|
| Group : Development/Libraries/Other
| Source RPM : R-MRHawkes-1.0-lp153.4.7.src.rpm
|
| Size : 0.22 MB
| |
| Packager : (none)
| |
| Summary : Multivariate Renewal Hawkes Process
|
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>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
