R/RcppExports.R

In hawkes: Hawkes process simulation and calibration toolkit

# This file was generated by Rcpp::compileAttributes
# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393

simulateHawkes <- function(lambda0, alpha, beta, horizon) {
    .Call('hawkes_simulateHawkes', PACKAGE = 'hawkes', lambda0, alpha, beta, horizon)
}

jumpMean <- function(lambda0, alpha, beta, tau) {
    .Call('hawkes_jumpMean', PACKAGE = 'hawkes', lambda0, alpha, beta, tau)
}

jumpVariance <- function(lambda0, alpha, beta, tau) {
    .Call('hawkes_jumpVariance', PACKAGE = 'hawkes', lambda0, alpha, beta, tau)
}

jumpAutocorrelation <- function(lambda0, alpha, beta, tau, lag) {
    .Call('hawkes_jumpAutocorrelation', PACKAGE = 'hawkes', lambda0, alpha, beta, tau, lag)
}

likelihoodHawkes <- function(lambda0, alpha, beta, history) {
    .Call('hawkes_likelihoodHawkes', PACKAGE = 'hawkes', lambda0, alpha, beta, history)
}