peterhalpin/hawkes: EM estimation of multivariate Hawkes process

Some functions; under development, user beware.

Getting started

Package details

AuthorPeter F Halpin
Maintainer<[email protected]>
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("devtools")
library(devtools)
install_github("peterhalpin/hawkes")
peterhalpin/hawkes documentation built on Sept. 25, 2017, 12:13 a.m.