Estimation of model parameters for marked Hawkes process. Accounts for missing data in the estimation of the parameters. Technical details found in (Tucker et al., 2019 <doi:10.1016/j.spasta.2018.12.004>).
Version: | 0.2.1 |
Imports: | interp, extraDistr, Rcpp |
LinkingTo: | Rcpp, RcppArmadillo, RcppProgress, RcppGSL |
Published: | 2023-08-15 |
DOI: | 10.32614/CRAN.package.stpphawkes |
Author: | J. Derek Tucker [aut, cre], Lyndsay Shand [aut], Stephen Rowe [aut], John Lewis [aut] |
Maintainer: | J. Derek Tucker <jdtuck at sandia.gov> |
License: | MIT + file LICENSE |
NeedsCompilation: | yes |
SystemRequirements: | GNU GSL |
Materials: | README NEWS |
CRAN checks: | stpphawkes results |
Reference manual: | stpphawkes.pdf |
Package source: | stpphawkes_0.2.1.tar.gz |
Windows binaries: | r-devel: stpphawkes_0.2.1.zip, r-release: stpphawkes_0.2.1.zip, r-oldrel: stpphawkes_0.2.1.zip |
macOS binaries: | r-release (arm64): stpphawkes_0.2.1.tgz, r-oldrel (arm64): stpphawkes_0.2.1.tgz, r-release (x86_64): stpphawkes_0.2.1.tgz, r-oldrel (x86_64): stpphawkes_0.2.1.tgz |
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