Markov-modulated Hawkes Process with Stepwise Decay


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Documentation for package ‘MMHPSD’ version 1.0

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MMHPSD-package MMHPSD
estSInt Estimated Intensity Function
HawkesStep.cif Intensity Function of a Hawkes Process with Stepwise Decay
mmhp Parameter Estimation of an MMHPSD
MMHPSD MMHPSD
Resid.mmhpsd Residual Point Process
simulatemmhp Simulate Markov-modulated Hawkes Process with Stepwise Decay