MRHawkes

cranv1.0

Multivariate Renewal Hawkes Process. 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

License GPL (>= 2)0 versions1 maintainers2 deps71 weekly dl
https://CRAN.R-project.org/package=MRHawkes
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First published · 2018-08-20 11:26:38

Last updated · 2018-08-20T10:20:02+00:00