Discover YuchenGe-AM/FHP-frugal-Hawkes-process Open Source project

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YuchenGe-AM

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Package for Frugal Hawkes Process. This is a class of multivariate point processes where each marginal process is some fixed (multivariate) Hawkes process and copulas are used to interconnect the marginal processes.

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YuchenGe-AM/FHP-frugal-Hawkes-process

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