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.
'harrival.R' 'hspec.R' 'hmoment.R' 'hllf.R' 'hfit.R'
'utilities.R' 'hgfit.R' 'hreal.R' 'hsim.R' 'script.R'

Evaluation of Modeling without Information Leakage
A toolbox for designing and evaluating predictive models with
resampling methods. The aim of this package is to provide a simple and
efficient general framework for working with any type of prediction
problem, be it classification, regression or survival analysis, that is
easy to extend and adapt to your specific setting. Some commonly used
methods for classification, regression and survival analysis are included.
caret, cmprsk, glmnet, Hmisc, MASS, party, pamr,
randomForest, RColorBrewer, survival, testthat (>= 0.8.1)

c(
person("Christofer", "Backlin", role = c("aut", "cre"), email = "christofer.backlin@medsci.uu.se"),
person("Mats", "Gustafsson", role = "aut")
)
Christofer Backlin [aut, cre],
Mats Gustafsson [aut]
data.table, ggplot2, lazyeval, magrittr, tidyr
caret, cmprsk, glmnet, Hmisc, MASS, parallel, party, pamr,
randomForest, RColorBrewer, survival, testthat (>= 0.9.1)

c(
person("Christofer", "Backlin", role = c("aut", "cre"), email = "emil@christofer.backlin.se"),
person("Mats", "Gustafsson", role = "aut")
)
data.table, ggplot2, graphics, grDevices, lazyeval, magrittr,
methods, stats, tidyr, utils
caret, cmprsk, glmnet, Hmisc, MASS, parallel, party, pamr,
randomForest, RColorBrewer, rpart, survival, testthat (>=
0.9.1)

data.table, dplyr, ggplot2 (>= 2.0.0), graphics, grDevices,
lazyeval, magrittr, methods, stats, tidyr, utils
caret, cmprsk, e1071, glmnet, Hmisc, MASS, parallel, party,
pamr, randomForest, RColorBrewer, rpart, survival (>= 2.42-5),
testthat (>= 0.9.1)