package

evently: simulation, fitting of Hawkes processes

Introduction This package is designed for simulating and fitting the Hawkes processes and the HawkesN processes with several options of kernel functions. Currently, it assumes univariate processes without background event rates. Prior knowledge about the models is assumed in the following tutorial and please refer to [1] and [2] for details about the models. library(evently) Installation and dependencies Several dependencies (poweRlaw, AMPL, Ipopt) are required for running this package. These dependencies will be installed automatically by R or by following instructions upon package load.