RHawkes

cranv1.0

Renewal Hawkes Process. The renewal Hawkes (RHawkes) process (Wheatley, Filimonov, and Sornette, 2016 <doi:10.1016/j.csda.2015.08.007>) is an extension to the classical Hawkes self-exciting point process widely used in the modelling of clustered event sequence data. This package provides functions to simulate the RHawkes p

License GPL (>= 2)0 versions1 maintainers1 deps73 weekly dl
https://CRAN.R-project.org/package=RHawkes
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First published · 2022-05-05 16:26:39

Last updated · 2022-05-05T13:40:09+00:00