Description Usage Arguments Value Examples

Create a Markov-modulated Hawkes Process(MMHP) model according to the given parameters: lambda0, lambda1, alpha, beta, event times and transition probability matrix. If event time events is missing, then it means that data will be added later(e.g. simulated)

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`lambda0` |
intensity for homogeneous Poisson process. |

`lambda1` |
base intensity for Hawkes process. |

`alpha` |
jump size of the increase in intensity in the hawkes process |

`beta` |
exponential decrease of intensity in the hawkes process |

`Q` |
transition probability matrix. |

`delta` |
initial state probability. |

`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). |

mmhp object

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