Renewal Hawkes Process

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 | Japanese Earthquake Data |

RHawkes-package | Renewal Hawkes Process |

sim.pred | Simulate a fitted RHawkes process model |

simRHawkes | Simulate a renewal Hawkes (RHawkes) process |

tms | mid-price change times of the AUD/USD exchange rate |

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