IHSEP

cranv0.3.1

Inhomogeneous Self-Exciting Process. Simulate an inhomogeneous self-exciting process (IHSEP), or Hawkes process, with a given (possibly time-varying) baseline intensity and an excitation function. Calculate the likelihood of an IHSEP with given baseline intensity and excitation functions for an (increasing) sequence of event times. Cal

License GPL (>= 2)0 versions1 maintainers2 deps79 weekly dl
https://CRAN.R-project.org/package=IHSEP
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First published · 2022-09-16 23:38:46

Last updated · 2022-09-16T20:56:05+00:00

IHSEP — Health Score 36/100 | DepScope