get_lc_lambda: Get left continuous version of lambda process
In ksublee/mHawkes: Simulate and estimate marked Hawkes process
Description
Usage
Arguments
Value
Examples
Description
The realized version of the lambda process in mhreal is right continuous version.
If the left continuous version is needed, this function is applied.
Usage
1
get_lc_lambda(res)
Arguments
res
mhreal an S3 class contains the realized lambda processes.
Value
The left continuous version of lambda components as a matrix.
Examples
1
2
3
4
5
6
# Define the model.
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)
get_lc_lambda(res1)
ksublee/mHawkes documentation built on May 20, 2019, 5:26 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Examples
Description
The realized version of the lambda process in mhreal is right continuous version.
If the left continuous version is needed, this function is applied.
Usage
1 | get_lc_lambda(res)
|
Arguments
res |
|
Value
The left continuous version of lambda components as a matrix.
Examples
1 2 3 4 5 6 | # Define the model.
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)
get_lc_lambda(res1)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.