Estimation of Hawkes Processes from Binned Observations

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Documentation for package ‘hawkesbow’ version 1.0.3

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

Help Pages

compensator	Compensator of a Hawkes process
discrete	Discretizes a Hawkes simulation
dpowerlaw	The power law distribution
E1_imaginary	Exponential integral of imaginary argument
Etheta_imaginary	Incomplete gamma function of imaginary argument with arbitrary power
Exponential	Reproduction kernels for the Hawkes processes
Gaussian	Reproduction kernels for the Hawkes processes
hawkes	Simulation of a Hawkes process
hawkes_ogata	Simulation of a Hawkes process
inc_gamma_imag	Incomplete gamma function of imaginary argument
inhpois	Simulation of an inhomogeneous Poisson process by thinning
intensity	Intensity of a Hawkes process
mle	Fitting Hawkes processes from continuous data
Model	C++ abstract class for Hawkes processes
Pareto1	Reproduction kernels for the Hawkes processes
Pareto2	Reproduction kernels for the Hawkes processes
Pareto3	Reproduction kernels for the Hawkes processes
plot.hawkes	Plot of a Hawkes process
plot.hawkes_ogata	Plot of a simulated Hawkes process
plot.inhpois	Plot of a simulated inhomogeneous Poisson process
PowerLaw	Reproduction kernels for the Hawkes processes
ppowerlaw	The power law distribution
qpowerlaw	The power law distribution
residuals	Residuals of a Hawkes process
rpowerlaw	The power law distribution
SymmetricExponential	Reproduction kernels for the Hawkes processes
whittle	Fitting Hawkes processes from discrete data