Exponential Multivariate Hawkes Model


[Up] [Top]

Documentation for package ‘emhawkes’ version 0.9.7

Help Pages

hfit Perform maximum likelihood estimation
hfit-method Perform maximum likelihood estimation
hreal Realization of Hawkes process
hsim Simulate multivariate Hawkes process with exponential kernel.
hsim-method Simulate multivariate Hawkes process with exponential kernel.
hspec-class An S4 class to represent an exponential marked Hawkes model
hvol Compute Hawkes volatility
hvol-method Compute Hawkes volatility
infer_lambda Infer lambda process with given Hawkes model and realized path
infer_lambda-method Infer lambda process with given Hawkes model and realized path
logLik-method Compute the log-likelihood function
print.hreal Realization of Hawkes process
residual_process Compute residual process
summary.hreal Realization of Hawkes process