IHSEP: Inhomogeneous Self-Exciting Process
Version 0.1

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.

AuthorFeng Chen <feng.chen@unsw.edu.au>
Date of publication2016-12-05 14:49:21
MaintainerFeng Chen <feng.chen@unsw.edu.au>
LicenseGPL (>= 2)
Version0.1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("IHSEP")

Getting started

Package overview

Popular man pages

conv.seq: Sequence convolution conv.seq calculates the convolution of...
IHSEP-package: Inhomogeneous Self-exciting Process
mloglik1a: Minus loglikelihood of an IHSEP model
mloglik1b: 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
See all...

All man pages Function index File listing

Man pages

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

Functions

IHSEP Man page
IHSEP-package Man page
asep Man page
conv.seq Man page Source code
h.fn Man page Source code
h.fn.exp Man page Source code
mloglik0 Man page Source code
mloglik1a Man page Source code
mloglik1b Man page Source code
mloglik1c Man page Source code
mloglik1d Man page Source code
mloglik1e Man page Source code
sepp.resid Man page Source code
simHawkes0 Man page Source code
simHawkes1 Man page Source code
simPois Man page Source code
simPois0 Man page Source code

Files

inst
inst/CITATION
src
src/mloglik1e.cpp
src/mloglik1c.cpp
src/mloglik1d.cpp
src/mloglik.c
src/RcppExports.cpp
NAMESPACE
data
data/asep.rda
R
R/mloglik1a.R
R/mloglik0.R
R/mint.R
R/simPois.R
R/simHawkes0.R
R/simPois0.R
R/mloglik1b.R
R/RcppExports.R
R/sepp.resid.R
R/simHawkes1.R
MD5
DESCRIPTION
man
man/simPois.Rd
man/asep.Rd
man/mloglik1e.Rd
man/conv.seq.Rd
man/simPois0.Rd
man/mloglik1a.Rd
man/sepp.resid.Rd
man/mloglik1d.Rd
man/simHawkes1.Rd
man/h.fn.Rd
man/mloglik1b.Rd
man/mloglik0.Rd
man/IHSEP-package.Rd
man/mloglik1c.Rd
man/h.fn.exp.Rd
man/simHawkes0.Rd
IHSEP documentation built on May 19, 2017, 9:57 a.m.

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