quake

<p>An earthquake data set containing the earthquake occurrence times near the Japan 
region previously examined by Ogata (1998).</p>

datasets

The renewal Hawkes (RHawkes) process (Wheatley,
Filimonov, and Sornette, 2016 <doi:10.1016/j.csda.2015.08.007>) is
an extension to the classical Hawkes self-exciting point process
widely used in the modelling of clustered event sequence data.
This package provides functions to simulate the RHawkes process
with a given immigrant hazard rate function and offspring birth
time density function, to compute the exact likelihood of a
RHawkes process using the recursive algorithm proposed by Chen and
Stindl (2018) <doi:10.1080/10618600.2017.1341324>, to compute the
Rosenblatt residuals for goodness-of-fit assessment, and to
predict future event times based on observed event times up to a
given time. A function implementing the linear time RHawkes
process likelihood approximation algorithm proposed in Stindl and
Chen (2021) <doi:10.1007/s11222-021-10002-0> is also included.

Feng Chen

RHawkes

Renewal Hawkes Process

Tom Stindl

quake function

<p>The format is a vector of the arrival/birth times of earthquakes.</p>

quake: An RHawkes earthquake data set

Description

Usage

Arguments

Format

Details

Examples