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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>).
Package details |
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Author | J. Derek Tucker [aut, cre], Lyndsay Shand [aut], Stephen Rowe [aut], John Lewis [aut] |
Maintainer | J. Derek Tucker <jdtuck@sandia.gov> |
License | MIT + file LICENSE |
Version | 0.2.2 |
URL | https://github.com/sandialabs/stpphawkes |
Package repository | View on CRAN |
Installation |
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