# simHawkes0: Simulate a Hawkes process, or Self-exciting point process In IHSEP: Inhomogeneous Self-Exciting Process

 simHawkes0 R Documentation

## Simulate a Hawkes process, or Self-exciting point process

### Description

Simulate an (inhomogeneous) self-exciting process with given background intensity and excitation/fertility function.

### Usage

```simHawkes0(nu, g, cens = 1,
nuM=max(optimize(nu,c(0,cens),maximum=TRUE)\$obj,nu(0),nu(cens))*1.1,
gM=max(optimize(g,c(0,cens),maximum=TRUE)\$obj, g(0),g(cens))*1.1)
```

### Arguments

 `nu` A (vectorized) function. The baseline intensity function. `g` A (vectorized) function. The excitation function. `cens` A scalar. The censoring time, or the time of termination of observations. `nuM` A scalar. The maximum time of the baseline intensity from 0 to `cens`. `gM` A scalar. The maximum time of the excitation function from 0 to `cens`.

### Details

The function works by simulating the birth times generation by generation according to inhomegenous Poisson processes with appropriate intensity functions (ν or g).

### Value

A list of vectors of arrival/birth times of individuals/events of generations 0, 1, ....

### Note

Same algorithm as in `simHawkes1`, though the latter might be more succinct and (very slightly) faster.

### Author(s)

Feng Chen <feng.chen@unsw.edu.au>

`simHawkes1`
```asepp <- simHawkes0(nu=function(x)200*(2+cos(2*pi*x)),nuM=600,