Man pages for ksublee/emhawkes
Exponential Multivariate Hawkes Model

hfitPerform maximum likelihood estimation
hrealRealization of Hawkes process
hsimSimulate multivariate Hawkes process with exponential kernel.
hspec-classAn S4 class to represent an exponential marked Hawkes model
hvolCompute Hawkes volatility
infer_lambdaInfer lambda process with given Hawkes model and realized...
logLikCompute the log-likelihood function
residual_processCompute residual process
ksublee/emhawkes documentation built on Feb. 2, 2023, 12:36 p.m.