Package: stpphawkes 0.2.1

stpphawkes: Missing Data for Marked Hawkes Process

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>).

Authors:J. Derek Tucker [aut, cre], Lyndsay Shand [aut], Stephen Rowe [aut], John Lewis [aut]

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stpphawkes.pdf |stpphawkes.html✨
stpphawkes/json (API)
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16 exports 0.00 score 8 dependencies 135 downloads

Last updated 1 years agofrom:d68ddd5ec9. Checks:OK: 9. Indexed: yes.

Exports:areaplhomog.STPPintensity_temporalmcmc_stppmcmc_stpp_nonunifmcmc_temporalmcmc_temporal_catmarkmcmc_temporal_contmarkptinpolysimulate_hawkes_stppsimulate_hawkes_stpp_nonunifsimulate_temporalstpp.mlestpp.mle.nonuniftemporal.catmark.mletemporal.mle

Dependencies:deldirextraDistrinterpRcppRcppArmadilloRcppEigenRcppGSLRcppProgress