| Name : R-emhawkes
| |
| Version : 0.9.7
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.7
| Date : 2024-06-14 11:35:44
|
| Group : Development/Libraries/Other
| Source RPM : R-emhawkes-0.9.7-lp153.1.7.src.rpm
|
| Size : 0.58 MB
| |
| Packager : (none)
| |
| Summary : Exponential Multivariate Hawkes Model
|
Description :
Simulate and fitting exponential multivariate Hawkes model. This
package simulates a multivariate Hawkes model, introduced by Hawkes
(1971) < doi:10.2307/2334319>, with an exponential kernel and fits the
parameters from the data. Models with the constant parameters, as well
as complex dependent structures, can also be simulated and estimated.
The estimation is based on the maximum likelihood method, introduced by
introduced by Ozaki (1979) < doi:10.1007/BF02480272>, with \'maxLik\'
package.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
