Man pages for ksublee/mHawkes
Simulate and estimate marked Hawkes process represetation of mhreal
as.matrix.mHRealMatrix represetation of mhreal
dense_lambdaGet a lambda process with more dense time step
get_lc_lambdaGet left continuous version of lambda process
logLik-mHSpec-methodCompute the loglikelihood function
mean_lambda-mHSpec-methodCompute the long-run mean of lambda
mHFit-mHSpec-methodPerform a maximum likelihood estimation
mHSim-mHSpec-methodSimulate an n-dimensional (marked) Hawkes process
mHSpec-classAn S4 class to represent a marked Hawkes model
plot_lambdaPlot exponentially decaying lambda process
print.mHRealPrint function for mhreal
summary.mHRealSummary function fo mhreal
valid_mhspecCheck the validity of mhspec
var_diff-mHSpec-methodCompute the variance of Hawkes difference process
ksublee/mHawkes documentation built on Oct. 14, 2017, 5:57 a.m.