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Simulate an inhomogeneous selfexciting process (IHSEP), or Hawkes process, with a given (possibly timevarying) 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.
Package details 


Author  Feng Chen <[email protected]> 
Maintainer  Feng Chen <[email protected]> 
License  GPL (>= 2) 
Version  0.1 
Package repository  View on CRAN 
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