Other packages > Find by keyword >

hawkes  

Hawkes process simulation and calibration toolkit
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("hawkes", "0.0-4")



Attach the package and use:
library("hawkes")
Maintained by
Riadh Zaatour
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-01-09
Latest Update: 2014-05-19
Description:
The package allows to simulate Hawkes process both in univariate and multivariate settings. It gives functions to compute different moments of the number of jumps of the process on a given interval, such as mean, variance or autocorrelation of process jumps on time intervals separated by a lag.
How to cite:
Riadh Zaatour (2014). hawkes: Hawkes process simulation and calibration toolkit. R package version 0.0-4, https://cran.r-project.org/web/packages/hawkes. Accessed 06 Jan. 2025.
Previous versions and publish date:
0.0-1 (2014-01-09 07:27), 0.0-3 (2014-03-31 14:31)
Other packages that cited hawkes R package
View hawkes citation profile
Other R packages that hawkes depends, imports, suggests or enhances
Complete documentation for hawkes
Functions, R codes and Examples using the hawkes R package
Some associated functions: jumpAutocorrelation . jumpMean . jumpVariance . likelihoodHawkes . simulateHawkes . 
Some associated R codes: RcppExports.R .  Full hawkes 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

NetSwan  
Network Strengths and Weaknesses Analysis
A set of functions for studying network robustness, resilience and vulnerability. ...
Download / Learn more Package Citations See dependency  
lmds  
Landmark Multi-Dimensional Scaling
A fast dimensionality reduction method scaleable to large numbers of samples. Landmark Multi-Dime ...
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  
mlr3fairness  
Fairness Auditing and Debiasing for 'mlr3'
Integrates fairness auditing and bias mitigation methods for the 'mlr3' ecosystem. This includes ...
Download / Learn more Package Citations See dependency  
TBFmultinomial  
TBF Methodology Extension for Multinomial Outcomes
Extends the test-based Bayes factor (TBF) methodology to multinomial regression models and discrete ...
Download / Learn more Package Citations See dependency  
ROI.plugin.deoptim  
'DEoptim' and 'DEoptimR' Plugin for the 'R' Optimization Interface
Enhances the R Optimization Infrastructure ('ROI') package with the 'DEoptim' and 'DEoptimR' packag ...
Download / Learn more Package Citations See dependency  

23,440

R Packages

202,297

Dependencies

63,567

Author Associations

23,434

Publication Badges

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