Inhomogeneous Self-Exciting Process

asep | An IHSEP data set |

conv.seq | Sequence convolution conv.seq calculates the convolution of... |

h.fn | Mean Intensity Function of the Self-Exciting Point Process... |

h.fn.exp | Mean Intensity of the Self-Exciting Point Process With an... |

IHSEP-package | Inhomogeneous Self-exciting Process |

mloglik0 | Minus loglikelihood of an IHSEP model |

mloglik1a | Minus loglikelihood of an IHSEP model |

mloglik1b | Minus loglikelihood of an IHSEP model |

mloglik1c | Minus loglikelihood of an IHSEP model |

mloglik1d | Minus loglikelihood of an IHSEP model |

mloglik1e | Minus loglikelihood of an IHSEP model |

sepp.resid | Calculate the self exciting point process residuals |

simHawkes0 | Simulate a Hawkes process, or Self-exciting point process |

simHawkes1 | Simulate a Hawkes process, or Self-exciting point process |

simPois | Simulate a Poisson process |

simPois0 | Simulate a Poisson process |

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