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The package allows to simulate Hawkes process both in univariate and multivariate settings. It gives functions to compute different moments of the number of jumps of the process on a given interval, such as mean, variance or autocorrelation of process jumps on time intervals separated by a lag.
| Version: | 0.0-4 |
| Depends: | R (≥ 3.0.2) |
| Imports: | Rcpp (≥ 0.11.1) |
| LinkingTo: | Rcpp, RcppArmadillo (≥ 0.4.100.2.1) |
| Published: | 2014-05-19 |
| Author: | Riadh Zaatour |
| Maintainer: | Riadh Zaatour <zaatour_riadh at yahoo.fr> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| CRAN checks: | hawkes results |
| Reference manual: | hawkes.pdf |
| Package source: | hawkes_0.0-4.tar.gz |
| Windows binaries: | r-devel: hawkes_0.0-4.zip, r-release: hawkes_0.0-4.zip, r-oldrel: hawkes_0.0-4.zip |
| macOS binaries: | r-release (arm64): hawkes_0.0-4.tgz, r-oldrel (arm64): hawkes_0.0-4.tgz, r-release (x86_64): hawkes_0.0-4.tgz, r-oldrel (x86_64): hawkes_0.0-4.tgz |
| Old sources: | hawkes archive |
| Reverse imports: | eNchange |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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