peterhalpin/hawkes: EM estimation of multivariate Hawkes process

Some functions; under development, user beware.

Getting started

Package details

AuthorPeter F Halpin
Maintainer<peter.halpin@nyu.edu>
LicenseMIT License
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("peterhalpin/hawkes")
peterhalpin/hawkes documentation built on July 2, 2023, 1:04 p.m.