Inhomogeneous Self-Exciting Process

Documentation for package ‘IHSEP’ version 0.1

IHSEP-package	Inhomogeneous Self-exciting Process
asep	An IHSEP data set
conv.seq	Sequence convolution conv.seq calculates the convolution of two sequences
h.fn	Mean Intensity Function of the Self-Exciting Point Process 'h.fn' calculate the values of the mean intensity function of the self-exciting process with given baseline event rate and excitation function at a (fairly large) number of points. Values of the function at other points can be obtained by interpolation (e.g. spline interpolation).
h.fn.exp	Mean Intensity of the Self-Exciting Point Process With an Exponential Excitation Function 'h.fn.exp' calculates the mean intensity function h(t) which solves the integral equation h(t)=nu(t)+\int_0^t g(t-s)h(s)ds, t>=q 0 , where the excitation function is exponential: g(t)= gamma_1 e^{-gamma_2 t}.
IHSEP	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