hawkesbow
Estimation of Hawkes Processes from Binned Observations
v1.0.3
·
Jan 12, 2024
·
MIT + file LICENSE
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.
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CRAN Check Status
1
ERROR
4
NOTE
9
OK
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | ERROR |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (5 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Felix Cheysson <felix@cheysson.fr>’ The Description field contains <arXiv:2003.04314>. Some general use functions for Hawkes processes are Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Felix Cheysson <felix@cheysson.fr>’ The Description field contains <arXiv:2003.04314>. Some general use functions for Hawkes processes are Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
ERROR
r-devel-macos-arm64
re-building of vignette outputs
Error(s) in re-building vignettes:
--- re-building ‘hawkesbow.Rmd’ using rmarkdown
A new version of TeX Live has been released. If you need to install or update any LaTeX packages, you have to upgrade TinyTeX with tinytex::reinstall_tinytex(repository = "illinois").
tlmgr: Local TeX Live (2025) is older than remote repository (2026).
Cross release updates are only supported with
update-tlmgr-latest(.sh/.exe) --update
See https://tug.org/texlive/upgrade.html for details.
Warning in system2("tlmgr", args, ...) :
running command ''tlmgr' search --file --global '/epstopdf'' had status 1
tlmgr: Local TeX Live (2025) is older than remote repository (2026).
Cross release updates are only supported with
update-tlmgr-latest(.sh/.exe) --update
See https://tug.org/texlive/upgrade.html for details.
Warning in system2("tlmgr", args, ...) :
running command ''tlmgr' search --file --global '/hawkes-eps-converted-to.pdf'' had status 1
! Package pdftex.def Error: File `hawkes-eps-converted-to.
...[truncated]...
y.cryptexd/codex.system/bootstrap/usr/bin'
! '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/appleinternal/bin'
! '/Library/Apple/usr/bin'
! '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/bin'
! '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/appleinternal/bin'
! '/Library/Apple/usr/bin'
! '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/appleinternal/bin'
! '/Library/Apple/usr/bin'
! '/Library/Apple/usr/bin'
! system returned with code 512
Error: processing vignette 'hawkesbow.Rmd' failed with diagnostics:
LaTeX failed to compile /Volumes/Builds/packages/sonoma-arm64/results/4.6/hawkesbow.Rcheck/vign_test/hawkesbow/vignettes/hawkesbow.tex. See https://yihui.org/tinytex/r/#debugging for debugging tips. See hawkesbow.log for more info.
--- failed re-building ‘hawkesbow.Rmd’
SUMMARY: processing the following file failed:
‘hawkesbow.Rmd’
Error: Vignette re-building failed.
Execution halted
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 11.9Mb
sub-directories of 1Mb or more:
libs 11.4Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 12.1Mb
sub-directories of 1Mb or more:
libs 11.6Mb
Check History
ERROR 9 OK · 4 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Felix Cheysson <felix@cheysson.fr>’ The Description field contains <arXiv:2003.04314>. Some general use functions for Hawkes processes are Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Felix Cheysson <felix@cheysson.fr>’ The Description field contains <arXiv:2003.04314>. Some general use functions for Hawkes processes are Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
ERROR
r-devel-macos-arm64
re-building of vignette outputs
Error(s) in re-building vignettes: --- re-building ‘hawkesbow.Rmd’ using rmarkdown tlmgr: package repository https://ctan.math.illinois.edu/systems/texlive/tlnet (not verified: gpg unavailable) tlmgr install: package already present: epstopdf Warning ...[truncated]... https://yihui.org/tinytex/r/#debugging for debugging tips. See hawkesbow.log for more info. --- failed re-building ‘hawkesbow.Rmd’ SUMMARY: processing the following file failed: ‘hawkesbow.Rmd’ Error: Vignette re-building failed. Execution halted
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 11.9Mb
sub-directories of 1Mb or more:
libs 11.4Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 12.1Mb
sub-directories of 1Mb or more:
libs 11.6Mb