The package allows to simulate Hawkes process both in univariate and multivariate settings. It gives functions to compute different moments of the number of jumps of the process on a given interval, such as mean, variance or autocorrelation of process jumps on time intervals separated by a lag.
|Author||Riadh Zaatour <[email protected]>|
|Date of publication||2014-10-21 15:09:29|
|Maintainer||Riadh Zaatour <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on R-Forge|
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