plot_lambda: Plot exponentially decaying lambda process
In ksublee/mhawkes: Simulate and estimate marked Hawkes process

Description Usage Arguments Examples

This plot method describes the exponentially decaying lambda (intensity) process.

1	plot_lambda(arrival, lambda, beta, dt = NULL, xlab = "t", ylab = "lambda")

`arrival`	a vector of arrival times.
`lambda`	a vector of lambda processs.
`beta`	a decaying parameter lambda.
`dt`	a small step size on time horizon.
`xlab`	x-lable
`ylab`	y-lable

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)
plot_lambda(res1$arrival, res1$lambda, BETA1)