Other packages > Find by keyword >

emhawkes  

Exponential Multivariate Hawkes Model
View on CRAN: Click here


Download and install emhawkes package within the R console
Install from CRAN:
install.packages("emhawkes")

Install from Github:
library("remotes")
install_github("cran/emhawkes")

Install by package version:
library("remotes")
install_version("emhawkes", "0.9.8")



Attach the package and use:
library("emhawkes")
Maintained by
Kyungsub Lee
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-09-17
Latest Update: 2025-09-03
Description:
Simulate and fitting exponential multivariate Hawkes model. This package simulates a multivariate Hawkes model, introduced by Hawkes (1971) , with an exponential kernel and fits the parameters from the data. Models with the constant parameters, as well as complex dependent structures, can also be simulated and estimated. The estimation is based on the maximum likelihood method, introduced by introduced by Ozaki (1979) , with 'maxLik' package.
How to cite:
Kyungsub Lee (2018). emhawkes: Exponential Multivariate Hawkes Model. R package version 0.9.8, https://cran.r-project.org/web/packages/emhawkes. Accessed 13 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:35), 0.9.0 (2018-09-17 16:20), 0.9.5 (2021-02-16 07:40), 0.9.7 (2023-02-02 10:10)
Other packages that cited emhawkes R package
View emhawkes citation profile
Other R packages that emhawkes depends, imports, suggests or enhances
Complete documentation for emhawkes
Functions, R codes and Examples using the emhawkes R package
Some associated functions: hfit . hreal . hsim . hspec-class . hvol . infer_lambda . logLik . residual_process . 
Some associated R codes: harrival.R . hfit.R . hgfit.R . hllf.R . hmoment.R . hreal.R . hsim.R . hspec.R . script.R . utilities.R .  Full emhawkes package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
kangar00  
Kernel Approaches for Nonlinear Genetic Association Regression
Methods to extract information on pathways, genes and various single-nucleotid polymorphisms (SNPs) ...
Download / Learn more Package Citations See dependency  
testDriveR  
Teaching Data for Statistics and Data Science
Provides data sets for teaching statistics and data science courses. It includes a sample of data f ...
Download / Learn more Package Citations See dependency  
iAdapt  
Two-Stage Adaptive Dose-Finding Clinical Trial Design
Simulate and implement early phase two-stage adaptive dose-finding design for binary and quasi-conti ...
Download / Learn more Package Citations See dependency  
IATscores  
Implicit Association Test Scores Using Robust Statistics
Compute several variations of the Implicit Association Test (IAT) scores, including the D scores (Gr ...
Download / Learn more Package Citations See dependency  

28,313

R Packages

239,283

Dependencies

74,752

Author Associations

28,314

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA