renewal-process

Code for modelling estimated deaths and cases for COVID19.

Python package for multi-signal Bayesian renewal modeling with JAX and NumPyro.

Topics in Probability Theory and Stochastic Processes

R package for flexible univariate count models based on renewal processes

Produces numerical solution for integral equations of the type Z(t)=z(t) + \int_0^t f(y, Z(t-y)) dG(y).

This project converts Xie's (1989) Riemann-Stieltjes algorithm from BASIC to Mathematica, enabling the calculation of renewal functions for any probability distribution. Renewal functions are key in renewal theory, modeling random events like equipment failures, repairs, or arrivals in stochastic processes and probability theory.