dense_lambda: Get a lambda process with more dense time step

Description Usage Arguments Examples

Description

Since the intenisty process is exponencially decaying, to fully describe the intensity processs, we need more dense time line. This function gives a lambda process with more dense time line.

Usage

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dense_lambda(arrival, lambda, beta, dt = NULL, ...)

Arguments

arrival

a vector of arrival times.

lambda

a vector of lambda processs. It should be a right continuous version.

beta

a decaying parameter lambda.

dt

a small step size on time horizon.

Examples

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MU1 <- 0.3; ALPHA1 <- 1.5; BETA1 <- 2
mhspec1 <- new("mhspec", MU=MU1, ALPHA=ALPHA1, BETA=BETA1)
# Simulate with mhsim funciton.
res1 <- mhsim(mhspec1,  n=100)
dl <- dense_lambda(res1$arrival, res1$lambda, BETA1)

ksublee/mHawkes documentation built on May 20, 2019, 5:26 p.m.