Man pages for ksublee/emhawkes
Exponential Multivariate Hawkes Model
| hfit | Perform Maximum Likelihood Estimation |
| hreal | Realization of Hawkes process |
| hsim | Simulate multivariate Hawkes process with exponential kernel. |
| hspec-class | An S4 Class Representing an Exponential Marked Hawkes Model |
| hvol | Compute Hawkes volatility |
| infer_lambda | Infer lambda process with given Hawkes model and realized... |
| logLik | Compute the Log-Likelihood Function |
| residual_process | Compute residual process |
