# simHawkes1: Simulate a Hawkes process, or Self-exciting point process In IHSEP: Inhomogeneous Self-Exciting Process

## Description

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

## Usage

 ```1 2 3 4 5``` ```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)) ```

## 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`. `exp.g` A logical. Whether the excitation function `g` should be treated as an exponential 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 `exp.g` is set to TRUE, and is ignored otherwise.

## 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, ... The length of the list is the total number of generations.

## Author(s)

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

`simHawkes0`

## Examples

 ```1 2``` ``` asepp <- simHawkes1(nu=function(x)200*(2+cos(2*pi*x)),nuM=600, g=function(x)8*exp(-16*x),gM=8) ```

### Example output

```
```

IHSEP documentation built on May 1, 2019, 9:18 p.m.