Package: hawkesbow 1.0.3

hawkesbow: Estimation of Hawkes Processes from Binned Observations

Implements an estimation method for Hawkes processes when count data are only observed in discrete time, using a spectral approach derived from the Bartlett spectrum, see Cheysson and Lang (2020) <arxiv:2003.04314>. Some general use functions for Hawkes processes are also included: simulation of (in)homogeneous Hawkes process, maximum likelihood estimation, residual analysis, etc.

Authors:Felix Cheysson [aut, cre]

hawkesbow_1.0.3.tar.gz
hawkesbow_1.0.3.zip(r-4.5)hawkesbow_1.0.3.zip(r-4.4)hawkesbow_1.0.3.zip(r-4.3)
hawkesbow_1.0.3.tgz(r-4.4-x86_64)hawkesbow_1.0.3.tgz(r-4.4-arm64)hawkesbow_1.0.3.tgz(r-4.3-x86_64)hawkesbow_1.0.3.tgz(r-4.3-arm64)
hawkesbow_1.0.3.tar.gz(r-4.5-noble)hawkesbow_1.0.3.tar.gz(r-4.4-noble)
hawkesbow_1.0.3.tgz(r-4.4-emscripten)hawkesbow_1.0.3.tgz(r-4.3-emscripten)
hawkesbow.pdf |hawkesbow.html✨
hawkesbow/json (API)

Peer review:

Bug tracker:https://github.com/fcheysson/hawkesbow/issues

On CRAN:

24 exports 7 stars 1.33 score 4 dependencies 5 scripts 213 downloads

Last updated 8 months agofrom:3d4a29e94d. Checks:OK: 9. Indexed: yes.

Exports:compensatordiscretedpowerlawE1_imaginaryEtheta_imaginaryExponentialGaussianhawkeshawkes_ogatainc_gamma_imaginhpoisintensitymleModelPareto1Pareto2Pareto3PowerLawppowerlawqpowerlawresidualsrpowerlawSymmetricExponentialwhittle

Dependencies:BHnloptrRcppRcppArmadillo