cond_int: Conditional Intensity

In boydpe/nphawkes: Nonparametric Hawkes Processes

Conditional Intensity

Description

This function estimates the conditional intensity function of the observed process.

Usage

cond_int(model)

Arguments

model

the output from misd()

Details

This function is to be used in conjunction with the misd() function from the nphawkes library. Using the output from the misd() function. The exported data frame will contain, for each event, the time elapsed (in days) since the beginning of the observation window, the date of the event, the conditional intensity at the event's location in time (or space-time), as well as the coordinates and marks (if provided).

Value

a data frame containing the time, location, marks, and estimated conditional intensity

Examples

data("hm.csv")
out = misd(dates = hm$t,
   ref_date = "1999-10-16",
   lat = hm$lat,
   lon = hm$lon,
   marks = hm$m,
   time_breaks = c(0,0.1, 0.5, 1,7,93,600),
   space_breaks = c(0,0.5, 1, 10, 25, 100),
   mark_breaks = c(3, 3.1,3.3, 4, 5, 8),
   just_times = T)

ci = cond_int(out)

boydpe/nphawkes documentation built on March 31, 2022, 11:03 a.m.