hreal: Realization of Hawkes process

In ksublee/emhawkes: Exponential Multivariate Hawkes Model

Realization of Hawkes process

Description

hreal is the list of the following:

• hspec : S4 object hspec-class that specifies the parameter values.

• inter_arrival : the time between two consecutive events.

• arrival : cumulative sum of inter_arrival.

• type : integer, the type of event.

• mark : the size of mark, an additional information associated with event.

• N : counting process that counts the number of events.

• Nc : counting process that counts the number of events weighted by mark.

• lambda : intensity process, left-continuous version.

• lambda_component : the component of intensity process with mu not included.

• rambda : intensity process, right-continuous version.

• rambda_component : the right-continuous version of lambda_component.

Print functions for hreal are provided.

Usage

## S3 method for class 'hreal'
print(x, n = 20, ...)

## S3 method for class 'hreal'
summary(object, n = 20, ...)

Arguments

x	S3-object of hreal.
n	Number of rows to display.
...	Further arguments passed to or from other methods.
object	S3-object of hreal.

ksublee/emhawkes documentation built on Feb. 2, 2023, 12:36 p.m.