Hawkes process simulation and calibration toolkit

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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