Simulate an inhomogeneous self-exciting process (IHSEP), or Hawkes process, with a given (possibly time-varying) baseline intensity and an excitation function. Calculate the likelihood of an IHSEP with given baseline intensity and excitation functions for an (increasing) sequence of event times. Calculate the point process residuals (integral transforms of the original event times). Calculate the mean intensity process.

Author | Feng Chen <feng.chen@unsw.edu.au> |

Date of publication | 2016-12-05 14:49:21 |

Maintainer | Feng Chen <feng.chen@unsw.edu.au> |

License | GPL (>= 2) |

Version | 0.1 |

**asep:** An IHSEP data set

**conv.seq:** Sequence convolution conv.seq calculates the convolution of...

**h.fn:** Mean Intensity Function of the Self-Exciting Point Process...

**h.fn.exp:** Mean Intensity of the Self-Exciting Point Process With an...

**IHSEP-package:** Inhomogeneous Self-exciting Process

**mloglik0:** Minus loglikelihood of an IHSEP model

**mloglik1a:** Minus loglikelihood of an IHSEP model

**mloglik1b:** Minus loglikelihood of an IHSEP model

**mloglik1c:** Minus loglikelihood of an IHSEP model

**mloglik1d:** Minus loglikelihood of an IHSEP model

**mloglik1e:** Minus loglikelihood of an IHSEP model

**sepp.resid:** Calculate the self exciting point process residuals

**simHawkes0:** Simulate a Hawkes process, or Self-exciting point process

**simHawkes1:** Simulate a Hawkes process, or Self-exciting point process

**simPois:** Simulate a Poisson process

**simPois0:** Simulate a Poisson process

asep | Man page |

conv.seq | Man page |

h.fn | Man page |

h.fn.exp | Man page |

IHSEP | Man page |

IHSEP-package | Man page |

mloglik0 | Man page |

mloglik1a | Man page |

mloglik1b | Man page |

mloglik1c | Man page |

mloglik1d | Man page |

mloglik1e | Man page |

sepp.resid | Man page |

simHawkes0 | Man page |

simHawkes1 | Man page |

simPois | Man page |

simPois0 | Man page |

IHSEP

IHSEP/inst

IHSEP/inst/CITATION

IHSEP/src

IHSEP/src/mloglik1e.cpp

IHSEP/src/mloglik1c.cpp

IHSEP/src/mloglik1d.cpp

IHSEP/src/mloglik.c

IHSEP/src/RcppExports.cpp

IHSEP/NAMESPACE

IHSEP/data

IHSEP/data/asep.rda

IHSEP/R

IHSEP/R/mloglik1a.R
IHSEP/R/mloglik0.R
IHSEP/R/mint.R
IHSEP/R/simPois.R
IHSEP/R/simHawkes0.R
IHSEP/R/simPois0.R
IHSEP/R/mloglik1b.R
IHSEP/R/RcppExports.R
IHSEP/R/sepp.resid.R
IHSEP/R/simHawkes1.R
IHSEP/MD5

IHSEP/DESCRIPTION

IHSEP/man

IHSEP/man/simPois.Rd
IHSEP/man/asep.Rd
IHSEP/man/mloglik1e.Rd
IHSEP/man/conv.seq.Rd
IHSEP/man/simPois0.Rd
IHSEP/man/mloglik1a.Rd
IHSEP/man/sepp.resid.Rd
IHSEP/man/mloglik1d.Rd
IHSEP/man/simHawkes1.Rd
IHSEP/man/h.fn.Rd
IHSEP/man/mloglik1b.Rd
IHSEP/man/mloglik0.Rd
IHSEP/man/IHSEP-package.Rd
IHSEP/man/mloglik1c.Rd
IHSEP/man/h.fn.exp.Rd
IHSEP/man/simHawkes0.Rd
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