Renewal Hawkes Process

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Documentation for package ‘RHawkes’ version 1.0

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RHawkes-package Renewal Hawkes Process
damllRH Dynamically approxomated minus loglikelihood of a RHawkes model
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 An RHawkes earthquake data set
RHawkes Renewal Hawkes Process
sim.pred Simulate a fitted RHawkes process model
sim.pred1 Simulate a fitted RHawkes process model for prediction purposes
simRHawkes Simulate a renewal Hawkes (RHawkes) process
simRHawkes1 Simulate a renewal Hawkes (RHawkes) process
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