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", "0.9.7")



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: 2023-02-02
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 0.9.7, https://cran.r-project.org/web/packages/emhawkes. Accessed 21 Nov. 2024.
Previous versions and publish date:
0.9.0 (2018-09-17 16:20), 0.9.5 (2021-02-16 07:40)
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
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

SCBiclust  
Identifies Mean, Variance, and Hierarchically Clustered Biclusters
Identifies a bicluster, a submatrix of the data such that the features and observations within the s ...
Download / Learn more Package Citations See dependency  
crossrun  
Joint Distribution of Number of Crossings and Longest Run
Joint distribution of number of crossings and the longest run in a series of independent Bernoulli ...
Download / Learn more Package Citations See dependency  
kgschart  
KGS Rank Graph Parser
Restore underlining numeric data from rating history graph of KGS (an online platform of the game o ...
Download / Learn more Package Citations See dependency  
deductive  
Data Correction and Imputation Using Deductive Methods
Attempt to repair inconsistencies and missing values in data records by using information from vali ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
pkgdepends  
Package Dependency Resolution and Downloads
Find recursive dependencies of 'R' packages from various sources. Solve the dependencies to obtain ...
Download / Learn more Package Citations See dependency  

23,229

R Packages

199,929

Dependencies

62,984

Author Associations

23,230

Publication Badges

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