hawkesbow
Estimation of Hawkes Processes from Binned Observations
Implements an estimation method for Hawkes processes when count data are only observed in discrete time, using a spectral approach derived from the Bartlett spectrum, see Cheysson and Lang (2020) <arXiv:2003.04314>. Some general use functions for Hawkes processes are also included: simulation of (in)homogeneous Hawkes process, maximum likelihood estimation, residual analysis, etc.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.3 |
rolling source/ R- | hawkesbow_1.0.3.tar.gz |
391.9 KiB |
1.0.3 |
rolling linux/jammy R-4.5 | hawkesbow_1.0.3.tar.gz |
677.2 KiB |
1.0.3 |
rolling linux/noble R-4.5 | hawkesbow_1.0.3.tar.gz |
685.9 KiB |
1.0.3 |
latest source/ R- | hawkesbow_1.0.3.tar.gz |
391.9 KiB |
1.0.3 |
latest linux/jammy R-4.5 | hawkesbow_1.0.3.tar.gz |
677.2 KiB |
1.0.3 |
latest linux/noble R-4.5 | hawkesbow_1.0.3.tar.gz |
685.9 KiB |
1.0.3 |
2026-04-23 source/ R- | hawkesbow_1.0.3.tar.gz |
391.9 KiB |
1.0.3 |
2026-04-09 windows/windows R-4.5 | hawkesbow_1.0.3.zip |
1.0 MiB |
1.0.3 |
2025-04-20 source/ R- | hawkesbow_1.0.3.tar.gz |
391.9 KiB |