Exponential Multivariate Hawkes Model

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Documentation for package ‘emhawkes’ version 0.9.7

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

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