R: Exponential Multivariate Hawkes Model

# Exponential Multivariate Hawkes Model

## Documentation for package ‘emhawkes’ version 0.9.7

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

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 to represent 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
residual_process | Compute residual process
summary.hreal | Realization of Hawkes process