Multivariate Renewal Hawkes Process
Minus loglikelihood of an (bivariate) MRHawkes model
Minus loglikelihood of an (bivariate) MRHawkes model with most recent ...
Minus loglikelihood of an (bivariate) MRHawkes model with Rosenblatt r...
tools:::Rd_package_title("MRHawkes")
MRHawkes (bivariate) predictive density function
Simulate an (bivariate) renewal Hawkes (MRHawkes) process
Simulate a (bivariate) non-stationary multivariate Hawkes process (NSM...
Simulate a fitted (bivariate) MRHawkes process model
Minus loglikelihood of an (bivariate) MRHawkes model with truncated mo...
Minus loglikelihood of an (bivariate) MRHawkes model with Universal re...
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>.