stpphawkes: Missing Data for Marked Hawkes Process (original) (raw)
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>).
| Version: | 0.2.1 |
|---|---|
| Imports: | interp, extraDistr, Rcpp |
| LinkingTo: | Rcpp, RcppArmadillo, RcppProgress, RcppGSL |
| Published: | 2023-08-15 |
| DOI: | 10.32614/CRAN.package.stpphawkes |
| Author: | J. Derek Tucker [aut, cre], Lyndsay Shand [aut], Stephen Rowe [aut], John Lewis [aut] |
| Maintainer: | J. Derek Tucker |
| License: | MIT + file |
| NeedsCompilation: | yes |
| SystemRequirements: | GNU GSL |
| Materials: | README NEWS |
| CRAN checks: | stpphawkes results |
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