| Name : R-RHawkes
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.7
| Date : 2024-06-14 11:34:13
|
| Group : Development/Libraries/Other
| Source RPM : R-RHawkes-1.0-lp153.2.7.src.rpm
|
| Size : 0.96 MB
| |
| Packager : (none)
| |
| Summary : Renewal Hawkes Process
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
