STPPHAWKES

Abstract

SAND2024-08541O STTPHAWKES software solution is a Bayesian estimation approach to a Hawkes process model that treats missing data as a latent variable in the estimation. The open-source software will be released to the R CRAN repository and Sandia National Labs’ Github. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.