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r-stpphawkes

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Estimation of model parameters for marked Hawkes process. Accounts for missing data in the estimation of the parameters. Technical details found in (Tucker et al., 2019 <DOI:10.1016/j.spasta.2018.12.004>).

Installation

To install this package, run one of the following:

Conda
$conda install conda-forge::r-stpphawkes

Usage Tracking

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About

Summary

Estimation of model parameters for marked Hawkes process. Accounts for missing data in the estimation of the parameters. Technical details found in (Tucker et al., 2019 <DOI:10.1016/j.spasta.2018.12.004>).

Last Updated

Mar 11, 2025 at 06:21

License

MIT

Supported Platforms

macOS-64
win-64
linux-64