Package: emhawkes 0.9.8

emhawkes: Exponential Multivariate Hawkes Model

Simulate and fitting exponential multivariate Hawkes model. This package simulates a multivariate Hawkes model, introduced by Hawkes (1971) <doi:10.2307/2334319>, with an exponential kernel and fits the parameters from the data. Models with the constant parameters, as well as complex dependent structures, can also be simulated and estimated. The estimation is based on the maximum likelihood method, introduced by introduced by Ozaki (1979) <doi:10.1007/BF02480272>, with 'maxLik' package.

Authors:Kyungsub Lee [aut, cre]

emhawkes_0.9.8.tar.gz
emhawkes_0.9.8.zip(r-4.7)emhawkes_0.9.8.zip(r-4.6)emhawkes_0.9.8.zip(r-4.5)
emhawkes_0.9.8.tgz(r-4.6-any)emhawkes_0.9.8.tgz(r-4.5-any)
emhawkes_0.9.8.tar.gz(r-4.7-any)emhawkes_0.9.8.tar.gz(r-4.6-any)
emhawkes_0.9.8.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
emhawkes/json (API)
NEWS

# Install 'emhawkes' in R:
install.packages('emhawkes', repos = c('https://ksublee.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/ksublee/emhawkes/issues

Pkgdown/docs site:https://ksublee.github.io

On CRAN:

Conda:

5.11 score 5 stars 13 scripts 599 downloads 12 exports 7 dependencies

Last updated from:72b46f74d5. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK116
source / vignettesOK161
linux-release-x86_64OK112
macos-release-arm64OK117
macos-oldrel-arm64OK142
windows-develOK78
windows-releaseOK79
windows-oldrelOK84
wasm-releaseOK96

Exports:dtzexpexpected_tauhfithsimhvolinfer_lambdalogLikptzexpqtzexpresidual_processrtzexpset_residual

Dependencies:digestgenericslatticemaxLikmiscToolssandwichzoo

Example : emhawkes package

Kyungsub Lee

Rendered fromexample.Rmdusingknitr::rmarkdownon May 23 2026.

Last update: 2025-08-26
Started: 2018-06-14