Exponential Multivariate Hawkes Model


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Documentation for package ‘emhawkes’ version 0.9.5

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as.matrix.hreal Generics for hreal
hfit Perform Maximum Likelihood Estimation
hfit-method Perform Maximum Likelihood Estimation
hreal Generics for hreal
hsim Simulate a multivariate Hawkes process. Generic function hsim.
hsim-method Simulate a multivariate Hawkes process. Generic function hsim.
hspec-class An S4 class to represent an exponential marked Hawkes model
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 loglikelihood function
print.hreal Generics for hreal
residual_process Compute residual process
summary.hreal Generics for hreal