Package: RHawkes
Type: Package
Title: Renewal Hawkes Process
Version: 0.0
Date: 2017-11-16
Author: Feng Chen <feng.chen@unsw.edu.au>
        Thomas Stindl <t.stindl@unsw.edu.au>
Maintainer: Feng Chen <feng.chen@unsw.edu.au>
Description: Simulate a renewal Hawkes (RHawkes) self-exciting process,
    with a given immigrant hazard rate function and offspring density function.
    Calculate the likelihood of a RHawkes process with given hazard rate function
    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 Chen and Stindl (2017) <doi:10.1080/10618600.2017.1341324>.
License: GPL (>= 2)
Depends: R (>= 2.10), IHSEP
NeedsCompilation: no
Packaged: 2017-11-17 02:05:35 UTC; z3243864
Repository: CRAN
Date/Publication: 2017-11-17 11:48:19 UTC
