About Anaconda Help Download Anaconda

r / packages / r-emhawkes

Simulate and fitting exponential multivariate Hawkes model. This package simulates a multivariate Hawkes model, introduced by Hawkes (1971) <doi:10.2307/2334319>, 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) <doi:10.1007/BF02480272>, with 'maxLik' package.

Type Size Name Uploaded Downloads Labels
conda 303.6 kB | noarch/r-emhawkes-0.9.7-r43h142f84f_0.tar.bz2  1 year and 2 months ago 21 main
conda 212.6 kB | noarch/r-emhawkes-0.9.5-r42h142f84f_0.tar.bz2  2 years and 9 months ago 53 main
conda 178.1 kB | noarch/r-emhawkes-0.9.0-r36h6115d3f_0.tar.bz2  5 years and 23 days ago 110 main

© 2025 Anaconda, Inc. All Rights Reserved. (v4.0.9) Legal | Privacy Policy