Package: hawkes 0.0-4

hawkes: Hawkes process simulation and calibration toolkit

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.

Authors:Riadh Zaatour <[email protected]>

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hawkes.pdf |hawkes.html
hawkes/json (API)

# Install 'hawkes' in R:
install.packages('hawkes', repos = c('https://riadhzaatour.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.76 score 1 stars 1 packages 19 scripts 183 downloads 5 exports 2 dependencies

Last updated 11 years agofrom:5e2bb02578. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 16 2024
R-4.5-win-x86_64OKOct 16 2024
R-4.5-linux-x86_64OKOct 16 2024
R-4.4-win-x86_64OKOct 16 2024
R-4.4-mac-x86_64OKOct 16 2024
R-4.4-mac-aarch64OKOct 16 2024
R-4.3-win-x86_64OKOct 16 2024
R-4.3-mac-x86_64OKOct 16 2024
R-4.3-mac-aarch64OKOct 16 2024

Exports:jumpAutocorrelationjumpMeanjumpVariancelikelihoodHawkessimulateHawkes

Dependencies:RcppRcppArmadillo