damllRH | Dynamically approxomated minus loglikelihood of a RHawkes... |
EM1partial | Partial EM algorithm for the RHawkes process, version 1 |
EM2partial | Partial EM algorithm for the RHawkes process, version 2 |
mllRH | Minus loglikelihood of a RHawkes model |
mllRH1 | Minus loglikelihood of a RHawkes model with parent... |
mllRH2 | Minus loglikelihood of a RHawkes model with Rosenblatt... |
pred.den | RHawkes predictive density function |
pred.haz | RHawkes predictive hazard function |
quake | An RHawkes earthquake data set |
RHawkes-package | Renewal Hawkes Process |
sim.pred | Simulate a fitted RHawkes process model |
sim.pred1 | Simulate a fitted RHawkes process model for prediction... |
simRHawkes | Simulate a renewal Hawkes (RHawkes) process |
simRHawkes1 | Simulate a renewal Hawkes (RHawkes) process |
tms | mid-price change times of the AUD/USD exchange rate |
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