Man pages for ksublee/emhawkes
Exponential Multivariate Hawkes Model

hfitPerform Maximum Likelihood Estimation
hrealGenerics for hreal
hsimSimulate a multivariate Hawkes process. Generic function...
hspec-classAn S4 class to represent an exponential marked Hawkes model
infer_lambdaInfer lambda process with given Hawke model and realized path
infer_lambda-hspec-methodThis method compute the infered lambda process and returns it...
logLik-hspec-methodCompute the loglikelihood function
residual_processCompute residual process
ksublee/emhawkes documentation built on July 1, 2020, 7:46 a.m.