pp_hp: Create a Hawkes process object

In ppdiag: Diagnosis and Visualizations Tools for Temporal Point Processes

Description

Create a Hawkes Process with an exponential kernel according to the given parameters: lambda0, alpha, beta and events. If events are missing, then it means that data will be added later(simulated from this process)

Usage

pp_hp(lambda0, alpha, beta, events = NULL)

Arguments

lambda0	initial intensity at the start time
alpha	jump size in increase of intensity
beta	exponential decay of intensity
events	vector containing the event times. Note that the first event is at time zero. Alternatively, events could be specified as NULL, meaning that the data will be added later (e.g. simulated).

Value

hp object

Examples

pp_hp(lambda0 = 0.1, alpha = 0.45, beta = 0.5)

ppdiag documentation built on Aug. 12, 2021, 5:07 p.m.