hreal: Realization of Hawkes process

hrealR Documentation

Realization of Hawkes process

Description

hreal is the list of the following:

  • hspec : S4 object hspec-class that specifies the parameter values.

  • inter_arrival : the time between two consecutive events.

  • arrival : cumulative sum of inter_arrival.

  • type : integer, the type of event.

  • mark : the size of mark, an additional information associated with event.

  • N : counting process that counts the number of events.

  • Nc : counting process that counts the number of events weighted by mark.

  • lambda : intensity process, left-continuous version.

  • lambda_component : the component of intensity process with mu not included.

  • rambda : intensity process, right-continuous version.

  • rambda_component : the right-continuous version of lambda_component.

Print functions for hreal are provided.

Usage

## S3 method for class 'hreal'
print(x, n = 20, ...)

## S3 method for class 'hreal'
summary(object, n = 20, ...)

Arguments

x

S3-object of hreal.

n

Number of rows to display.

...

Further arguments passed to or from other methods.

object

S3-object of hreal.


emhawkes documentation built on Feb. 16, 2023, 9:02 p.m.