infer_lambda  R Documentation 
This method compute the inferred lambda process and returns it as hreal
form.
If we have realized path of Hawkes process and its parameter value, then we can compute the inferred lambda processes.
Similarly with other method such as hfit
, the input arguments are inter_arrival
, type
, mark
,
or equivalently, N
and Nc
.
infer_lambda( object, inter_arrival = NULL, type = NULL, mark = NULL, N = NULL, Nc = NULL, lambda_component0 = NULL, N0 = NULL, ... ) ## S4 method for signature 'hspec' infer_lambda( object, inter_arrival = NULL, type = NULL, mark = NULL, N = NULL, Nc = NULL, lambda_component0 = NULL, N0 = NULL, ... )
object 

inter_arrival 
interarrival times of events. This includes interarrival for events that occur in all dimensions. Start with zero. 
type 
a vector of dimensions. Distinguished by numbers, 1, 2, 3, and so on. Start with zero. 
mark 
a vector of mark (jump) sizes. Start with zero. 
N 
Hawkes process. If not provided, then generate using inter_arrival and type. 
Nc 
mark accumulated Hawkes process. If not provided, then generate using inter_arrival, type and mark. 
lambda_component0 
the initial values of lambda component. Must have the same dimensional matrix (n by n) with hspec. 
N0 
the initial values of N. 
... 
further arguments passed to or from other methods. 
hreal
S3object, with inferred intensity.
mu < c(0.1, 0.1) alpha < matrix(c(0.2, 0.1, 0.1, 0.2), nrow=2, byrow=TRUE) beta < matrix(c(0.9, 0.9, 0.9, 0.9), nrow=2, byrow=TRUE) h < new("hspec", mu=mu, alpha=alpha, beta=beta) res < hsim(h, size=100) summary(res) res2 < infer_lambda(h, res$inter_arrival, res$type) summary(res2)
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