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>).

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>
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:, r-release:, r-oldrel:
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


Please use the canonical form to link to this page.