Package: emhawkes
Title: Exponential Multivariate Hawkes Model
Version: 0.9.8
Authors@R: person("Kyungsub", "Lee", email = "kyungsub@gmail.com", role = c("aut", "cre"))
Maintainer: Kyungsub Lee <kyungsub@gmail.com>
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.
Depends: R (>= 4.0.0)
License: GPL (>= 2)
Encoding: UTF-8
RoxygenNote: 7.3.2
Imports: methods, maxLik
Collate: 'hspec.R' 'harrival.R' 'utilities.R' 'hmoment.R' 'hllf.R'
        'hfit.R' 'hgfit.R' 'hreal.R' 'hsim.R' 'script.R' 'tzexp.R'
        'zzz.R'
Suggests: knitr, rmarkdown, miscTools
VignetteBuilder: knitr
URL: https://github.com/ksublee/emhawkes,
        https://ksublee.github.io/emhawkes/
NeedsCompilation: no
Packaged: 2025-08-26 02:33:51 UTC; Owner
Author: Kyungsub Lee [aut, cre]
Repository: CRAN
Date/Publication: 2025-08-26 04:20:11 UTC
Built: R 4.6.0; ; 2026-04-26 00:32:16 UTC; unix
