simHawkes1 | R Documentation |
Simulate an (inhomogeneous) self-exciting process with given background intensity and excitation/fertility function.
simHawkes1(nu=NULL, g=NULL, 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, exp.g=FALSE,gp=c(1,2))
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 |
exp.g |
A logical. Whether the excitation function |
gp |
A vector of two elements, giving the two parameters a and b in the
exponential excitation function g(x)=a*exp(-b*x), which is
used when |
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, ... The length of the list is the total number of generations.
Feng Chen <feng.chen@unsw.edu.au>
simHawkes0
asepp <- simHawkes1(nu=function(x)200*(2+cos(2*pi*x)),nuM=600, g=function(x)8*exp(-16*x),gM=8)
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