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:
hawkes_0.0-4.tar.gz
hawkes_0.0-4.zip(r-4.7)hawkes_0.0-4.zip(r-4.6)hawkes_0.0-4.zip(r-4.5)
hawkes_0.0-4.tgz(r-4.6-x86_64)hawkes_0.0-4.tgz(r-4.6-arm64)hawkes_0.0-4.tgz(r-4.5-x86_64)hawkes_0.0-4.tgz(r-4.5-arm64)
hawkes_0.0-4.tar.gz(r-4.7-arm64)hawkes_0.0-4.tar.gz(r-4.7-x86_64)hawkes_0.0-4.tar.gz(r-4.6-arm64)hawkes_0.0-4.tar.gz(r-4.6-x86_64)
hawkes_0.0-4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
hawkes/json (API)
| # Install 'hawkes' in R: |
| install.packages('hawkes', repos = c('https://riadhzaatour.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:5e2bb02578. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 123 | ||
| linux-devel-x86_64 | OK | 126 | ||
| source / vignettes | OK | 146 | ||
| linux-release-arm64 | OK | 108 | ||
| linux-release-x86_64 | OK | 117 | ||
| macos-release-arm64 | OK | 168 | ||
| macos-release-x86_64 | OK | 449 | ||
| macos-oldrel-arm64 | OK | 237 | ||
| macos-oldrel-x86_64 | OK | 258 | ||
| windows-devel | OK | 123 | ||
| windows-release | OK | 123 | ||
| windows-oldrel | OK | 96 | ||
| wasm-release | OK | 123 |
Exports:jumpAutocorrelationjumpMeanjumpVariancelikelihoodHawkessimulateHawkes
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Autocorrelation of Hawkes process jumps on nonoverlapping time intervals with lag. | jumpAutocorrelation |
| Mean of Hawkes process jumps. | jumpMean |
| Variance of Hawkes process jumps. | jumpVariance |
| Compute the likelihood function of a hawkes process | likelihoodHawkes |
| Hawkes process simulation Function | simulateHawkes |
