simulate_temporal: Simulates a temporal Hawkes process with an exponential...

In stpphawkes: Missing Data for Marked Hawkes Process

Simulates a temporal Hawkes process with an exponential correlation function

Description

Simulates a temporal Hawkes process with an exponential correlation function

Usage

simulate_temporal(mu, alpha, beta, tt, times, seed = -1L)

Arguments

mu	- background parameter
alpha	- \alpha parameter
beta	- \beta parameter
tt	- vector of two elements defining time span (e.g., c(0,10))
times	- history of previous times (e.g., numeric())
seed	- value to seed random number generation (default = -1)

Value

arrivals - vector of arrival times

Examples

    times = simulate_temporal(.5,.1,.5,c(0,10),numeric())

stpphawkes documentation built on April 4, 2025, 3:22 a.m.