R: Exponential Multivariate Hawkes Model

# Exponential Multivariate Hawkes Model

## Documentation for package ‘emhawkes’ version 0.9.8

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

as.matrix.hreal | Realization of Hawkes Process
dtzexp | Trapezoid + Exponential Distribution
expected_tau | Expected Inter-Arrival Time
expected_tau-method | Expected Inter-Arrival Time
hfit | Perform Maximum Likelihood Estimation
hfit-method | Perform Maximum Likelihood Estimation
hreal | Realization of Hawkes Process
hsim | Simulate multivariate Hawkes process with exponential kernel.
hsim-method | Simulate multivariate Hawkes process with exponential kernel.
hspec-class | An S4 Class Representing an Exponential Marked Hawkes Model
hvol | Compute Hawkes volatility
hvol-method | Compute Hawkes volatility
infer_lambda | Infer lambda process with given Hawkes model and realized path
infer_lambda-method | Infer lambda process with given Hawkes model and realized path
logLik-method | Compute the Log-Likelihood Function
print.hreal | Realization of Hawkes Process
ptzexp | Trapezoid + Exponential Distribution
qtzexp | Trapezoid + Exponential Distribution
residual_process | Compute residual process
rtzexp | Trapezoid + Exponential Distribution
set_residual | Set Residual Distribution Functions for Hawkes Model Specification
set_residual-method | Set Residual Distribution Functions for Hawkes Model Specification
summary.hreal | Realization of Hawkes Process
tzexp | Trapezoid + Exponential Distribution