Package: hawkesbow
Title: Estimation of Hawkes Processes from Binned Observations
Version: 1.0.3
Authors@R: 
    person(given = "Felix",
           family = "Cheysson",
           role = c("aut", "cre"),
           email = "felix@cheysson.fr",
           comment = c(ORCID = "0000-0002-9095-2878"))
Description: Implements an estimation method for Hawkes processes when
        count data are only observed in discrete time, using a spectral
        approach derived from the Bartlett spectrum, see Cheysson and
        Lang (2020) <arXiv:2003.04314>. Some general use functions for
        Hawkes processes are also included: simulation of
        (in)homogeneous Hawkes process, maximum likelihood estimation,
        residual analysis, etc.
License: MIT + file LICENSE
Encoding: UTF-8
RoxygenNote: 7.1.0
Depends: Rcpp
Imports: methods, nloptr
Suggests: testthat (>= 2.1.0), knitr, rmarkdown
LinkingTo: Rcpp, RcppArmadillo, BH
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2026-10-29 09:29:28 UTC; root
Author: Felix Cheysson [aut, cre]
        (<https://orcid.org/0000-0002-9095-2878>)
Maintainer: Felix Cheysson <felix@cheysson.fr>
Repository: https://cran.r-universe.dev
Date/Publication: 2024-01-13 02:39:04 UTC
RemoteUrl: https://github.com/cran/hawkesbow
RemoteRef: HEAD
RemoteSha: 7c6f8138cdddbcbfbd899f5b59a8193785516db5