Renewal Hawkes Process


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Documentation for package ‘RHawkes’ version 0.0

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RHawkes-package Renewal Hawkes Process
EM1partial Partial EM algorithm for the RHawkes process, version 1
EM2partial Partial EM algorithm for the RHawkes process, version 2
mllRH Minus loglikelihood of a RHawkes model
mllRH1 Minus loglikelihood of a RHawkes model with parent probabilities
mllRH2 Minus loglikelihood of a RHawkes model with Rosenblatt residuals
pred.den RHawkes predictive density function
pred.haz RHawkes predictive hazard function
quake Japanese Earthquake Data
RHawkes Renewal Hawkes Process
sim.pred Simulate a fitted RHawkes process model
simRHawkes Simulate a renewal Hawkes (RHawkes) process
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