compensator_differences: Extract the compensator differences

In cmjt/stelfi: Hawkes and Log-Gaussian Cox Point Processes Using Template Model Builder

Extract the compensator differences

Description

Extract the compensator differences from a fitted Hawkes model.

Usage

compensator_differences(obj)

Arguments

obj	A fitted model object returned by fit_hawkes.

See Also

show_hawkes_GOF

Examples

## ********************** ###
## A univariate Hawkes model
### ********************** ###
data(retweets_niwa, package = "stelfi")
times <- unique(sort(as.numeric(difftime(retweets_niwa, min(retweets_niwa), units = "mins"))))
params <- c(mu = 0.05, alpha = 0.05, beta = 0.1)
fit <- fit_hawkes(times = times, parameters = params)
compensator_differences(fit)

cmjt/stelfi documentation built on Oct. 19, 2024, 8:36 a.m.