Package: hawkes
Version: 0.0-4
Date: 2014-01-08
Title: Hawkes process simulation and calibration toolkit
Author: Riadh Zaatour <zaatour_riadh@yahoo.fr>
Maintainer: Riadh Zaatour <zaatour_riadh@yahoo.fr>
Description: 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.
License: GPL (>= 2)
Depends: R (>= 3.0.2)
Imports: Rcpp (>= 0.11.1)
LinkingTo: Rcpp, RcppArmadillo (>= 0.4.100.2.1)
Repository/R-Forge/Project: hawkes
Repository/R-Forge/Revision: 61
Repository/R-Forge/DateTimeStamp: 2014-05-19 11:27:02
Packaged: 2026-10-01 09:53:34 UTC; root
NeedsCompilation: yes
Repository: https://riadhzaatour.r-universe.dev
Date/Publication: 2014-01-08 00:00:00 UTC
RemoteUrl: https://github.com/cran/hawkes
RemoteRef: HEAD
RemoteSha: 5e2bb02578023462d96df0fe322433e7b783cbcf