Multivariate Renewal Hawkes Process

[Up] [Top]

Documentation for package ‘MRHawkes’ version 1.0

Help Pages

fivaqks Fiji and Vanuatu Earthquake Data
mllMRH Minus loglikelihood of an (bivariate) MRHawkes model
mllMRH1 Minus loglikelihood of an (bivariate) MRHawkes model with most recent immigrant probabilities
mllMRH2 Minus loglikelihood of an (bivariate) MRHawkes model with Rosenblatt residuals
MRHawkes Multivariate Renewal Hawkes Process
predDen MRHawkes (bivariate) predictive density function
simMRHawkes Simulate an (bivariate) renewal Hawkes (MRHawkes) process
simNSMHP Simulate a (bivariate) non-stationary multivariate Hawkes process (NSMHP)
simpred Simulate a fitted (bivariate) MRHawkes process model
TmllMRH Minus loglikelihood of an (bivariate) MRHawkes model with truncated most recent immigrant probabilities
typeRes Minus loglikelihood of an (bivariate) MRHawkes model with Universal residuals