Package: emhawkes
Title: Exponential Multivariate Hawkes Model
Version: 1.0.1.9000
Authors@R: person("Kyungsub", "Lee", email = "kyungsub@gmail.com", role = c("aut", "cre"))
Maintainer: Kyungsub Lee <kyungsub@gmail.com>
Description: Simulate and fit multivariate Hawkes models with
        exponential kernels, introduced by Hawkes (1971)
        <doi:10.2307/2334319>. Includes marked, state-dependent, and
        multi-kernel specifications. Parameter estimation uses maximum
        likelihood, following Ozaki (1979) <doi:10.1007/BF02480272>,
        through the optional 'maxLik' package or the optimization
        functions supplied with R.
Depends: R (>= 4.0.0)
License: GPL (>= 2)
Encoding: UTF-8
RoxygenNote: 7.3.3
Imports: methods, Rcpp, stats
LinkingTo: Rcpp
NeedsCompilation: yes
Collate: 'RcppExports.R' 'hspec.R' 'harrival.R' 'utilities.R'
        'hinterface.R' 'exp-kernel.R' 'himpact.R' 'hmoment.R'
        'hengine.R' 'hgradient.R' 'hllf.R' 'hoptimizer.R'
        'huncertainty.R' 'hfit.R' 'hfitted.R' 'hgfit.R' 'hreal.R'
        'hsim.R' 'script.R' 'tzexp.R' 'zzz.R'
Suggests: maxLik, knitr, rmarkdown, miscTools
VignetteBuilder: knitr
Roxygen: list(markdown = TRUE)
URL: https://github.com/ksublee/emhawkes,
        https://ksublee.github.io/emhawkes/
BugReports: https://github.com/ksublee/emhawkes/issues
Repository: https://ksublee.r-universe.dev
Date/Publication: 2026-10-20 04:46:10 UTC
RemoteUrl: https://github.com/ksublee/emhawkes
RemoteRef: HEAD
RemoteSha: b0162b2be0188c961f51555c969482f05be3b278
Packaged: 2026-10-20 05:15:07 UTC; root
Author: Kyungsub Lee [aut, cre]