Package: hawkes
Version: 0.0-4
Date: 2014-01-08
Title: Hawkes process simulation and calibration toolkit
Author: Riadh Zaatour <zaatour_riadh@yahoo.fr>
Maintainer: Riadh Zaatour <zaatour_riadh@yahoo.fr>
Description: 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.
License: GPL (>= 2)
Depends: R (>= 3.0.2)
Imports: Rcpp (>= 0.11.1)
LinkingTo: Rcpp, RcppArmadillo (>= 0.4.100.2.1)
Repository: CRAN
Repository/R-Forge/Project: hawkes
Repository/R-Forge/Revision: 61
Repository/R-Forge/DateTimeStamp: 2014-05-19 11:27:02
Date/Publication: 2014-05-19 16:33:15
Packaged: 2014-05-19 12:15:19 UTC; rforge
NeedsCompilation: yes
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-25 18:37:46 UTC; unix
Archs: hawkes.so.dSYM
