Package index • emhawkes

All functions

expected_tau(): Expected Inter-Arrival Time

hfit(): Perform Maximum Likelihood Estimation

print(<hreal>) summary(<hreal>) as.matrix(<hreal>): Realization of Hawkes Process

hsim(): Simulate multivariate Hawkes process with exponential kernel.

hspec-class: An S4 Class Representing an Exponential Marked Hawkes Model

hvol(): Compute Hawkes volatility

infer_lambda(): Infer lambda process with given Hawkes model and realized path

logLik(<hspec>): Compute the Log-Likelihood Function

residual_process(): Compute residual process

set_residual(): Set Residual Distribution Functions for Hawkes Model Specification

dtzexp() ptzexp() qtzexp() rtzexp(): Trapezoid + Exponential Distribution