Exponential Multivariate Hawkes Model

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Documentation for package ‘emhawkes’ version 0.9.8

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

Help Pages

as.matrix.hreal	Realization of Hawkes Process
dtzexp	Trapezoid + Exponential Distribution
expected_tau	Expected Inter-Arrival Time
expected_tau-method	Expected Inter-Arrival Time
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 Representing 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
ptzexp	Trapezoid + Exponential Distribution
qtzexp	Trapezoid + Exponential Distribution
residual_process	Compute residual process
rtzexp	Trapezoid + Exponential Distribution
set_residual	Set Residual Distribution Functions for Hawkes Model Specification
set_residual-method	Set Residual Distribution Functions for Hawkes Model Specification
summary.hreal	Realization of Hawkes Process
tzexp	Trapezoid + Exponential Distribution