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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1 ERROR

4 NOTE

9 OK

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Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	202.9s
r-devel-linux-x86_64-debian-gcc	NOTE	130.1s
r-devel-linux-x86_64-fedora-clang	OK	281.1s
r-devel-linux-x86_64-fedora-gcc	OK	354.9s
r-devel-macos-arm64	ERROR	1081s
r-devel-windows-x86_64	OK	249s
r-oldrel-macos-arm64	NOTE
r-oldrel-macos-x86_64	NOTE	96s
r-oldrel-windows-x86_64	OK	287s
r-patched-linux-x86_64	OK	183.3s
r-release-linux-x86_64	OK	178.5s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	123s
r-release-windows-x86_64	OK	235s

Check details (14 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>.

OK r-devel-linux-x86_64-fedora-clang

OK r-devel-linux-x86_64-fedora-gcc

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 in tlmgr_install(pkgs, .quiet = !verbose) :
  GhostScript is required for the epstopdf package.
! Package pdftex.def Error: File `hawkes-eps-converted-to.pdf' not found: using draft setting.

! epstopdf ($Id: epstopdf.pl 71777 2024-07-11 21:24:57Z karl $) 2.36
! !!! Error: Required program gs not found in PATH, which contains:
!    '/Library/Frameworks/R.framework/Resources/bin'
!    '/opt/R/arm64/bin'
!    '/opt/gfortran/bin'
!    '/Applications/CMake.app/CMake.app/Contents/bin'
!    '/Library/Frameworks/R.framework/Resources/bin'
!    '/opt/gfortran/bin'
!    '/opt/R/arm64/bin'
!    '/usr/local/bin'
!    '/System/Cryptexes/App/usr/bin'
!    '/usr/bin'
!    '/bin'
!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

! !!! Error: Required program gs not found in PATH, which contains:
!    '/Library/Frameworks/R.framework/Resources/bin'
!    '/opt/R/arm64/bin'
!    '/opt/gfortran/bin'
!    '/Applications/CMake.app/CMake.app/Contents/bin'
!    '/Library/Frameworks/R.framework/Resources/bin'
!    '/opt/gfortran/bin'
!    '/opt/R/arm64/bin'
!    '/usr/local/bin'
!    '/System/Cryptexes/App/usr/bin'
!    '/usr/bin'
!    '/bin'
!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

!    '/Library/Frameworks/R.framework/Resources/bin'
!    '/opt/R/arm64/bin'
!    '/opt/gfortran/bin'
!    '/Applications/CMake.app/CMake.app/Contents/bin'
!    '/Library/Frameworks/R.framework/Resources/bin'
!    '/opt/gfortran/bin'
!    '/opt/R/arm64/bin'
!    '/usr/local/bin'
!    '/System/Cryptexes/App/usr/bin'
!    '/usr/bin'
!    '/bin'
!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

!    '/opt/R/arm64/bin'
!    '/opt/gfortran/bin'
!    '/Applications/CMake.app/CMake.app/Contents/bin'
!    '/Library/Frameworks/R.framework/Resources/bin'
!    '/opt/gfortran/bin'
!    '/opt/R/arm64/bin'
!    '/usr/local/bin'
!    '/System/Cryptexes/App/usr/bin'
!    '/usr/bin'
!    '/bin'
!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

!    '/opt/gfortran/bin'
!    '/Applications/CMake.app/CMake.app/Contents/bin'
!    '/Library/Frameworks/R.framework/Resources/bin'
!    '/opt/gfortran/bin'
!    '/opt/R/arm64/bin'
!    '/usr/local/bin'
!    '/System/Cryptexes/App/usr/bin'
!    '/usr/bin'
!    '/bin'
!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

!    '/Applications/CMake.app/CMake.app/Contents/bin'
!    '/Library/Frameworks/R.framework/Resources/bin'
!    '/opt/gfortran/bin'
!    '/opt/R/arm64/bin'
!    '/usr/local/bin'
!    '/System/Cryptexes/App/usr/bin'
!    '/usr/bin'
!    '/bin'
!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

!    '/Library/Frameworks/R.framework/Resources/bin'
!    '/opt/gfortran/bin'
!    '/opt/R/arm64/bin'
!    '/usr/local/bin'
!    '/System/Cryptexes/App/usr/bin'
!    '/usr/bin'
!    '/bin'
!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

!    '/opt/gfortran/bin'
!    '/opt/R/arm64/bin'
!    '/usr/local/bin'
!    '/System/Cryptexes/App/usr/bin'
!    '/usr/bin'
!    '/bin'
!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

!    '/opt/R/arm64/bin'
!    '/usr/local/bin'
!    '/System/Cryptexes/App/usr/bin'
!    '/usr/bin'
!    '/bin'
!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

!    '/usr/local/bin'
!    '/System/Cryptexes/App/usr/bin'
!    '/usr/bin'
!    '/bin'
!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

!    '/System/Cryptexes/App/usr/bin'
!    '/usr/bin'
!    '/bin'
!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

!    '/usr/bin'
!    '/bin'
!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

!    '/bin'
!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

!    '/usr/sbin'
!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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'

!    '/sbin'
!    '/var/run/com.apple.security.cryptexd/codex.system/bootstrap/usr/local/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/local/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/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

OK r-devel-windows-x86_64

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

OK 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

Check History

ERROR 9 OK · 4 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 9, 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 in tlmgr_install(pkgs, .quiet = !verbose) :
  GhostScript is required for the epstopdf package.
! Package pdftex.def Error: File `hawkes-eps-converted-to.pdf' not found: using draft setting.

! epstopdf ($Id: epstopdf.pl 71777 2024-07-11 21:24:57Z k

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

hawkesbow

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