tests/testthat/test-hawkes_max_intensity.R

In ppdiag: Diagnosis and Visualizations Tools for Temporal Point Processes

test_that("test hawkes_max_intensity", {

  ## alpha = 0
  hp_obj <- pp_hp(lambda = 1, alpha = 0, beta = 2)
  events <- c(1, 2, 3)
  expect_equal(hawkes_max_intensity(hp_obj, events), 1)

  ## only 1 event
  hp_obj <- pp_hp(lambda = 1, alpha = 2, beta = 2.5)
  events <- c(1)
  expect_equal(hawkes_max_intensity(hp_obj, events), 3)

  expect_error(
    hawkes_max_intensity(
      pp_hp(lambda = 1, alpha = 2.5, beta = 2.5),
      events
    ),
    "A stationary Hawkes process requires alpha<beta."
  )
  expect_error(
    hawkes_max_intensity(
      pp_hp(lambda = 1, alpha = 3.5, beta = 2.5),
      events
    ),
    "A stationary Hawkes process requires alpha<beta."
  )
  expect_error(hawkes_max_intensity(
    pp_hp(lambda = 1, alpha = 3.5, beta = 2.5),
    events
  ))
})