plot.hawkes_ogata: Plot of a simulated Hawkes process

In fcheysson/hawkesbow: Estimation of Hawkes Processes from Binned Observations

Plot of a simulated Hawkes process

Description

Plots a Hawkes process simulated by the function hawkes_ogata, highlighting the steps used in Ogata's thinning algorithm.

Usage

## S3 method for class 'hawkes_ogata'
plot(x, precision = 1000, ...)

Arguments

x	A simulated Hawkes process from hawkes_ogata.
precision	(default = 1e3) Number of points to plot.
...	Only there to fit the declaration of S3 method plot.

Value

None

Examples

# Simulate an exponential Hawkes process with baseline intensity 1 and
# excitation function 1*exp(-2t)
x <- hawkes_ogata(10, 1, 1, 2)
plot(x)

fcheysson/hawkesbow documentation built on Jan. 26, 2024, 9:30 p.m.