multi_hawkes | R Documentation |
Two-stream multivariate Hawkes data with mu_1 = \mu_2 = 0.2
,
beta_1 = \beta_2 = 0.7
, and \boldsymbol{\alpha}
=
matrix(c(0.5,0.1,0.1,0.5),byrow = TRUE,nrow = 2)
.
A data frame with 213 observations and 2 variables:
ordered time stamp of observation
character giving stream ID (i.e., Stream 1 or Stream 2) of observation
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