R/pp_hp.R

In ppdiag: Diagnosis and Visualizations Tools for Temporal Point Processes

#' Create a Hawkes process object
#'
#' 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)
#'
#' @param beta exponential decay of intensity
#' @param alpha jump size in increase of intensity
#' @param 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).
#' @param lambda0 initial intensity at the start time
#'
#' @return hp object
#' @export
#' @examples
#' pp_hp(lambda0 = 0.1, alpha = 0.45, beta = 0.5)
pp_hp <- function(lambda0, alpha, beta, events = NULL) {
  if (alpha >= beta) {
    stop("A stationary Hawkes process requires alpha<beta.")
  }
  y <- c(list(
    lambda0 = lambda0, alpha = alpha, beta = beta,
    events = events
  ))
  class(y) <- "hp"
  return(y)
}


#' @export
print.hp <- function(x, ...) {
  cat("Hawkes Process \n")
  cat("lambda0 ", x$lambda0, "\n")
  cat("alpha ", x$alpha, "\n")
  cat("beta ", x$beta, "\n")
  if(!(is.null(x$events))) {
    cat("events", x$events, "\n") 
  }
  invisible(NULL)
}