Learn R Programming

Copy Link

Version

Install

install.packages('emhawkes')

Monthly Downloads

254

Version

0.9.7

License

GPL (>= 2)

Maintainer

Kyungsub Lee

Last Published

February 2nd, 2023

Functions in emhawkes (0.9.7)

residual_process

Compute residual process
logLik,hspec-method

Compute the log-likelihood function
hspec-class

An S4 class to represent an exponential marked Hawkes model
hsim

Simulate multivariate Hawkes process with exponential kernel.
hreal

Realization of Hawkes process
hfit

Perform maximum likelihood estimation
hvol

Compute Hawkes volatility
infer_lambda

Infer lambda process with given Hawkes model and realized path