Description Usage Arguments Value Examples
Simulate a multivariate Hawkes process. Generic function hsim.
The method simulate multivariate Hawkes processes.
The object hspec-class
contains the parameter values such as mu
, alpha
, beta
.
The mark (jump) structure may or may not be included.
It returns an object of class hreal
which contains inter_arrival
, arrival
,
type
, mark
, N
, Nc
, lambda
, lambda_component
, rambda
, rambda_component
.
1 2 3 4 |
object |
|
size |
the number of observations. |
lambda0 |
the starting values of lambda component. numeric or matrix. |
N0 |
the starting values of N |
hreal S3-object, summary of the realization of the Haweks model
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