The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

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.

Version: 0.0-4
Depends: R (≥ 3.0.2)
Imports: Rcpp (≥ 0.11.1)
LinkingTo: Rcpp, RcppArmadillo (≥ 0.4.100.2.1)
Published: 2014-05-19
DOI: 10.32614/CRAN.package.hawkes
Author: Riadh Zaatour
Maintainer: Riadh Zaatour <zaatour_riadh at yahoo.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: hawkes results

Documentation:

Reference manual: hawkes.pdf

Downloads:

Package source: hawkes_0.0-4.tar.gz
Windows binaries: r-devel: hawkes_0.0-4.zip, r-release: hawkes_0.0-4.zip, r-oldrel: hawkes_0.0-4.zip
macOS binaries: r-release (arm64): hawkes_0.0-4.tgz, r-oldrel (arm64): hawkes_0.0-4.tgz, r-release (x86_64): hawkes_0.0-4.tgz, r-oldrel (x86_64): hawkes_0.0-4.tgz
Old sources: hawkes archive

Reverse dependencies:

Reverse imports: eNchange

Linking:

Please use the canonical form https://CRAN.R-project.org/package=hawkes to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.