Simulate and fit multivariate Hawkes models with exponential kernels, introduced by Hawkes (1971) <doi:10.2307/2334319>. Includes marked, state-dependent, and multi-kernel specifications. Parameter estimation uses maximum likelihood, following Ozaki (1979) <doi:10.1007/BF02480272>, through the optional 'maxLik' package or the optimization functions supplied with R.
| Version: | 1.0.0 |
| Depends: | R (≥ 4.0.0) |
| Imports: | methods, Rcpp, stats |
| LinkingTo: | Rcpp |
| Suggests: | maxLik, knitr, rmarkdown, miscTools |
| Published: | 2026-10-17 |
| DOI: | 10.32614/CRAN.package.emhawkes |
| Author: | Kyungsub Lee [aut, cre] |
| Maintainer: | Kyungsub Lee <kyungsub at gmail.com> |
| BugReports: | https://github.com/ksublee/emhawkes/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/ksublee/emhawkes, https://ksublee.github.io/emhawkes/ |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | emhawkes results [issues need fixing before 2026-11-07] |
| Reference manual: | emhawkes.html , emhawkes.pdf |
| Vignettes: |
Get started with emhawkes (source, R code) |
| Package source: | emhawkes_1.0.0.tar.gz |
| Windows binaries: | r-devel: emhawkes_0.9.8.zip, r-release: emhawkes_0.9.8.zip, r-oldrel: emhawkes_0.9.8.zip |
| macOS binaries: | r-release (arm64): emhawkes_1.0.0.tgz, r-oldrel (arm64): emhawkes_1.0.0.tgz, r-release (x86_64): emhawkes_1.0.0.tgz, r-oldrel (x86_64): emhawkes_1.0.0.tgz |
| Old sources: | emhawkes archive |
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