r-hawkes 0.0-4
Channel: guix-cran
Home page: https://cran.r-project.org/package=hawkes
Licenses: GPL 2+
Synopsis: Hawkes process simulation and calibration toolkit
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.
Total results: 2