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depscope/cran/emhawkes

emhawkes

cranv0.9.8

Exponential Multivariate Hawkes Model. Simulate and fitting exponential multivariate Hawkes model. This package simulates a multivariate Hawkes model, introduced by Hawkes (1971) <doi:10.2307/2334319>, with an exponential kernel and fits the parameters from the data. Models with the constant parameters, as well as complex dependent struc

License GPL (>= 2)0 versions1 maintainers2 deps158 weekly dl
ksublee/emhawkes
40
/ 100
Health
safe to use

[email protected] is safe to use (health: 40/100)

Health breakdown0 – 100
10/25
maintenance
3/20
popularity
25/25
security
0/15
maturity
2/15
community
Vulnerabilities
0
none known

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methodsmaxLik
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First published · 2025-08-26 04:53:34

Last updated · 2025-08-26T03:20:11+00:00

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