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 03 Nov. 2026.
Previous versions and publish date:
(2026-10-29 13:40), 0.9.0 (2018-09-17 16:20), 0.9.5 (2021-02-16 07:40), 0.9.7 (2023-02-02 10:10), 0.9.8 (2025-08-26 06:20), 1.0.0 (2026-10-17 15:40), 1.0.1 (2026-10-18 12:20)
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

SqlRender  
Rendering Parameterized SQL and Translation to Dialects
A rendering tool for parameterized SQL that also translates into different SQL dialects.These dialec ...
Download / Learn more Package Citations See dependency  
RcmdrPlugin.DCE  
R Commander Plug-in for Discrete Choice Experiments
Adds menu items for discrete choice experiments (DCEs) to the R Commander. DCE is a question-based s ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
grainscape  
Landscape Connectivity, Habitat, and Protected Area Networks
Given a landscape resistance surface, creates minimum planar graph (Fall et al. (2007) ...
Download / Learn more Package Citations See dependency  
troopdata  
Tools for Analyzing Cross-National Military Deployment and Basing Data
These functions generate data frames on troop deployments and military basing using U.S. Department ...
Download / Learn more Package Citations See dependency  
segRDA  
Modeling Non-Continuous Linear Responses of Ecological Data
Tools for modeling non-continuous linear responses of ecological communities to environmental data. ...
Download / Learn more Package Citations See dependency  

29,315

R Packages

247,686

Dependencies

77,531

Author Associations

29,316

Publication Badges

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