simHawkes0 | R Documentation |

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

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)

`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 |

`gM` |
A scalar. The maximum time of the excitation function from 0 to |

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

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

Same algorithm as in `simHawkes1`

, though the latter might be
more succinct and (very slightly) faster.

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

`simHawkes1`

asepp <- simHawkes0(nu=function(x)200*(2+cos(2*pi*x)),nuM=600, g=function(x)8*exp(-16*x),gM=8)

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