Description Usage Arguments Value
Computes intensity function at N equally spaced points
1 2 3 4 5 6 7 8 | compute_intensity_function(
events,
kernel,
parameters,
T_max,
mu_fn = mu_none,
N = 5000
)
|
events |
List of event times |
kernel |
Kernel. |
parameters |
Parameters of the Hawkes kernel |
T_max |
Maximum time of simulation to evaluate function at |
mu_fn |
Function for exogenous intensity (some examples are given in R/mu.R) |
N |
Number of points to evaluate function at |
Data frame with times and intensities of the Hawkes Process.
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