R/lambda.R
In AndrewC1998/lshawkes: Varying Parameter Estimation for Locally Stationary Hawkes Process
Defines functions
lambda
lambda <- function(t, data, m , alpha, beta){
tmpl <- 0
n <- length(data)
for(i in 1:n){
if(data[i] < t){
tmpl <- tmpl + alpha*exp(-beta*(t - data[i]))
}
}
lam <- m + tmpl
return(lam)
}
AndrewC1998/lshawkes documentation built on Jan. 26, 2021, 10:18 p.m.
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Defines functions lambda
lambda <- function(t, data, m , alpha, beta){
tmpl <- 0
n <- length(data)
for(i in 1:n){
if(data[i] < t){
tmpl <- tmpl + alpha*exp(-beta*(t - data[i]))
}
}
lam <- m + tmpl
return(lam)
}
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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