Description Usage Arguments Examples
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.
1 | dense_lambda(arrival, lambda, beta, dt = NULL, ...)
|
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. |
1 2 3 4 5 | 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)
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