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stpphawkes: Missing Data for Marked Hawkes Process

Estimation of model parameters for marked Hawkes process. Accounts for missing data in the estimation of the parameters. Technical details found in (Tucker et al., 2019 <doi:10.1016/j.spasta.2018.12.004>).

Version: 0.2.1
Imports: interp, extraDistr, Rcpp
LinkingTo: Rcpp, RcppArmadillo, RcppProgress, RcppGSL
Published: 2023-08-15
DOI: 10.32614/CRAN.package.stpphawkes
Author: J. Derek Tucker [aut, cre], Lyndsay Shand [aut], Stephen Rowe [aut], John Lewis [aut]
Maintainer: J. Derek Tucker <jdtuck at sandia.gov>
License: MIT + file LICENSE
NeedsCompilation: yes
SystemRequirements: GNU GSL
Materials: README NEWS
CRAN checks: stpphawkes results

Documentation:

Reference manual: stpphawkes.pdf

Downloads:

Package source: stpphawkes_0.2.1.tar.gz
Windows binaries: r-devel: stpphawkes_0.2.1.zip, r-release: stpphawkes_0.2.1.zip, r-oldrel: stpphawkes_0.2.1.zip
macOS binaries: r-release (arm64): stpphawkes_0.2.1.tgz, r-oldrel (arm64): stpphawkes_0.2.1.tgz, r-release (x86_64): stpphawkes_0.2.1.tgz, r-oldrel (x86_64): stpphawkes_0.2.1.tgz

Linking:

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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.