R: Hawkes process simulation and calibration toolkit

# Hawkes process simulation and calibration toolkit

## Documentation for package ‘hawkes’ version 0.0-4

- DESCRIPTION file

## Help Pages

jumpAutocorrelation | Autocorrelation of Hawkes process jumps on nonoverlapping time intervals with lag.
jumpMean | Mean of Hawkes process jumps.
jumpVariance | Variance of Hawkes process jumps.
likelihoodHawkes | Compute the likelihood function of a hawkes process
simulateHawkes | Hawkes process simulation Function