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depscope/cran/hawkesbow

hawkesbow

cranv1.0.3

Estimation of Hawkes Processes from Binned Observations. Implements an estimation method for Hawkes processes when count data are only observed in discrete time, using a spectral approach derived from the Bartlett spectrum, see Cheysson and Lang (2020) <arXiv:2003.04314>. Some general use functions for Hawkes processes are also included: simulation of (in

License MIT + file LICENSE0 versions1 maintainers3 deps76 weekly dl
https://CRAN.R-project.org/package=hawkesbow
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First published · 2024-01-12 15:03:27

Last updated · 2024-01-12T12:30:13+00:00

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