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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 03 Dec. 2024.
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
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