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.">

emhawkes: Exponential Multivariate Hawkes Model (original) (raw)

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.

Version: 0.9.8
Depends: R (≥ 4.0.0)
Imports: methods, maxLik
Suggests: knitr, rmarkdown, miscTools
Published: 2025-08-26
DOI: 10.32614/CRAN.package.emhawkes
Author: Kyungsub Lee [aut, cre]
Maintainer: Kyungsub Lee
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/ksublee/emhawkes,https://ksublee.github.io/emhawkes/
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: emhawkes results

Documentation:

Downloads:

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=emhawkesto link to this page.