Exponential Multivariate Hawkes Model

hfit | Perform Maximum Likelihood Estimation |

hreal | Generics for hreal |

hsim | Simulate a multivariate Hawkes process. Generic function... |

hspec-class | An S4 class to represent an exponential marked Hawkes model |

infer_lambda | Infer lambda process with given Hawke model and realized path |

infer_lambda-hspec-method | This method compute the infered lambda process and returns it... |

logLik-hspec-method | Compute the loglikelihood function |

residual_process | Compute residual process |

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