Man pages for peterhalpin/hawkes
EM estimation of multivariate Hawkes process
| compensator | Wrapper for 'compute_I$Compensator'. |
| compute_alpha | Computes the intensity parameter of the Hawkes process. |
| compute_I | Compute the intensity functions for a Hawkes process. |
| compute_mu | Computes the baserate parameter of the Hawkes process. |
| compute_Q | Computes the Q function the EM algorithm. |
| EM | Runs EM algorithm for Multivariate Hawkes process. |
| get_parms | Formats output of 'EM' |
| gof | Goodness of fit plots and KS tests for a Hawkes process. |
| intensity | Wrapper for 'compute_I$Intensity'. |
| logL | Computes the incomplete data log likelihood of the Hawkes... |
| plot.pp | Default plot method for 'pp' objects. |
| pp | Creates a point process object (S3). |
| print.pp | Print function for 'pp' objects. |
| probs | Normalizes the output of 'intensity' to be probabilities. |
| Q_fun | Under construction: Wrapper for 'compute_Q'. |
| res | Computes residual waiting times of a Hawkes process. |
| set_kernel | Under construction: Define response kernel functions |
| set_parms | Under construction: Generate random starting values for a... |
