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hawkes

Hawkes process simulation and calibration toolkit

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.

Versions across snapshots

VersionRepositoryFileSize
0.0-4 rolling source/ R- hawkes_0.0-4.tar.gz 8.0 KiB
0.0-4 latest source/ R- hawkes_0.0-4.tar.gz 8.0 KiB
0.0-4 2026-04-23 source/ R- hawkes_0.0-4.tar.gz 8.0 KiB
0.0-4 2026-04-09 windows/windows R-4.5 hawkes_0.0-4.zip 416.4 KiB

Dependencies (latest)

Imports

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