simoffspring: Simulate the offspring events 'simoffspring' simulates the...

In IHSEP: Inhomogeneous Self-Exciting Process

Simulate the offspring events simoffspring simulates the birth times of offspring events of all generations spawned from an event relative the birth time of the parent event. This function is to be called by the simulator function for Hawkes processes and is not meant for external use.

Description

Simulate the offspring events simoffspring simulates the birth times of offspring events of all generations spawned from an event relative the birth time of the parent event. This function is to be called by the simulator function for Hawkes processes and is not meant for external use.

Usage

simoffspring(br = 0.5, dis = "exp", par.dis = list(rate = 1), cens = Inf, sorted = TRUE)

Arguments

br	numerical scalar in [0,1), the branching ratio, or the expected number of direct children due to an event
dis,	character string, which gives the name of the common (positive) distribution of the birth times of the child events relative to the parent event (referred to as the child birthtime distribution), such as "exp", "gamma", "weibull", etc.
par.dis,	list, which gives the values of the (named) parameter(s) of the child birthtime distribution)
cens,	numeric scalar, which gives the censoring time (termination of observation time). The default value of Inf means no censoring.
sorted,	boolean scalar, which indicates whether the out child birth times should be sorted or not. The default value is TRUE.

Details

This function uses recursion, so can break down when the branching ratio is close to 1, leading to very deep recursions. In this case, we should use simHawkes1 for Hawkes process simulation.

Value

a numeric vector of giving the birth times of offspring events of all generations relative to the parent's birth time in ascending order

See Also

simchildren

Examples

  simoffspring(br=0.9,dis="exp",par.dis=list(rate=1))

IHSEP documentation built on Sept. 17, 2022, 1:05 a.m.