yuima (version 1.1.6)

setHawkes: Constructor of Hawkes model

Description

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Usage

setHawkes(lower.var = "0", upper.var = "t", var.dt = "s", process = "N", dimension = 1, intensity = "lambda", ExpKernParm1 = "c", ExpKernParm2 = "a", const = "nu", measure = NULL, measure.type = NULL)

Arguments

lower.var

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upper.var

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var.dt

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process

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dimension

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intensity

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ExpKernParm1

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ExpKernParm2

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const

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measure

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measure.type

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Value

Details

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References

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See Also

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