hvol  R Documentation 
This function computes Hawkes volatility. Only works for bivariate Hawkes process.
hvol( object, horizon = 1, inter_arrival = NULL, type = NULL, mark = NULL, dependence = FALSE, lambda_component0 = NULL, ... ) ## S4 method for signature 'hspec' hvol( object, horizon = 1, inter_arrival = NULL, type = NULL, mark = NULL, dependence = FALSE, lambda_component0 = NULL, ... )
object 

horizon 
Time horizon for volatility. 
inter_arrival 
Interarrival times of events which includes interarrival for events that occur in all dimensions. Start with zero. 
type 
A vector of dimensions. Distinguished by numbers, 1, 2, 3, and so on. Start with zero. 
mark 
A vector of mark (jump) sizes. Start with zero. 
dependence 
Dependence between mark and previous sigmaalgebra. 
lambda_component0 
A matrix of the starting values of lambda component. 
... 
Further arguments passed to or from other methods. 
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.