In ksublee/mHawkes: Simulate and estimate marked Hawkes process

Install package

To install mhawkes package, first install devtools.

# install.packages("devtools")  #if devtools is not installed

Install mhawkes package from github.

# devtools::install_github("ksublee/mhawkes")

Load mhawkes.

library("mhawkes")

Let's start with simple example. For exemplary purposes, one can simulate a univariate Hawkes model by simply calling mhsim.

mhsim()

ksublee/mHawkes documentation built on May 20, 2019, 5:26 p.m.