AndrewC1998/lshawkes: Varying Parameter Estimation for Locally Stationary Hawkes Process
Implements various methods for estimating the varying parameters for the locally stationary Hawkes process.
Getting started
Browse package contents
Package details |
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| Author | Andrew Connell |
| Maintainer | Andrew Connell <amc19@ic.ac.uk> |
| License | GPL |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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