Man pages for peterhalpin/hawkes
EM estimation of multivariate Hawkes process

compensatorWrapper for 'compute_I$Compensator'.
compute_alphaComputes the intensity parameter of the Hawkes process.
compute_ICompute the intensity functions for a Hawkes process.
compute_muComputes the baserate parameter of the Hawkes process.
compute_QComputes the Q function the EM algorithm.
EMRuns EM algorithm for Multivariate Hawkes process.
get_parmsFormats output of 'EM'
gofGoodness of fit plots and KS tests for a Hawkes process.
intensityWrapper for 'compute_I$Intensity'.
logLComputes the incomplete data log likelihood of the Hawkes...
plot.ppDefault plot method for 'pp' objects.
ppCreates a point process object (S3).
print.ppPrint function for 'pp' objects.
probsNormalizes the output of 'intensity' to be probabilities.
Q_funUnder construction: Wrapper for 'compute_Q'.
resComputes residual waiting times of a Hawkes process.
set_kernelUnder construction: Define response kernel functions
set_parmsUnder construction: Generate random starting values for a...
peterhalpin/hawkes documentation built on May 5, 2019, 1:38 p.m.