Package: hawkesbow
Title: Estimation of Hawkes Processes from Binned Observations
Version: 1.0.3
Authors@R: 
    person(given = "Felix",
           family = "Cheysson",
           role = c("aut", "cre"),
           email = "felix@cheysson.fr",
           comment = c(ORCID = "0000-0002-9095-2878"))
Description: 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.
License: MIT + file LICENSE
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.1.0
Depends: Rcpp
Imports: methods, nloptr
Suggests: testthat (>= 2.1.0), knitr, rmarkdown
LinkingTo: Rcpp, RcppArmadillo, BH
VignetteBuilder: knitr
Config/pak/sysreqs: cmake
Repository: https://fcheysson.r-universe.dev
Date/Publication: 2024-01-12 13:08:40 UTC
RemoteUrl: https://github.com/fcheysson/hawkesbow
RemoteRef: HEAD
RemoteSha: 3d4a29e94dd4e4e702ca042341e39f7786747d23
NeedsCompilation: yes
Packaged: 2026-07-04 17:55:57 UTC; root
Author: Felix Cheysson [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-9095-2878>)
Maintainer: Felix Cheysson <felix@cheysson.fr>