R: Renewal Hawkes Process

# Renewal Hawkes Process

## Documentation for package ‘RHawkes’ version 1.0

- DESCRIPTION file

## Help Pages

RHawkes-package | Renewal Hawkes Process
damllRH | Dynamically approxomated minus loglikelihood of a RHawkes model
EM1partial | Partial EM algorithm for the RHawkes process, version 1
EM2partial | Partial EM algorithm for the RHawkes process, version 2
mllRH | Minus loglikelihood of a RHawkes model
mllRH1 | Minus loglikelihood of a RHawkes model with parent probabilities
mllRH2 | Minus loglikelihood of a RHawkes model with Rosenblatt residuals
pred.den | RHawkes predictive density function
pred.haz | RHawkes predictive hazard function
quake | An RHawkes earthquake data set
RHawkes | Renewal Hawkes Process
sim.pred | Simulate a fitted RHawkes process model
sim.pred1 | Simulate a fitted RHawkes process model for prediction purposes
simRHawkes | Simulate a renewal Hawkes (RHawkes) process
simRHawkes1 | Simulate a renewal Hawkes (RHawkes) process
tms | mid-price change times of the AUD/USD exchange rate