hawkes_simulation: Hawkes process simulation

In mrc-ide/epihawkes: Hawkes Processes model for outbreak analysis

Description

Uses Poisson thinning to simulate from a Hawkes Process

Usage

hawkes_simulation(
  events,
  T_max = Inf,
  N_max = Inf,
  kernel,
  parameters,
  mu_fn = mu_none,
  mu_fn_diff = mu_diff_none,
  mu_t_max = NULL,
  imported = F,
  print_level = 1
)

Arguments

events	List of previous events in simulation.
T_max	Maximum time to simulate to.
N_max	Maximum number of samples to take.
kernel	Kernel function
parameters	Parameters for the Hawkes Kernel.
mu_fn	Exogenous contribution to intensity.
mu_fn_diff	Differential of exogenous contribution to intensity.
mu_t_max	Maximum value of intensity contribution from exogenous terms.
imported	Flag if simulating from just exogenous cases or all
print_level	The level the code is running at

Value

All event in Hawkes Process up until T_max.

Examples

hawkes_simulation(events = c(0), T_max = 5, parameters = list("alpha" = 1, "delta" = 1),
    kernel = ray_kernel)
hawkes_simulation(events = c(0), T_max = 5, parameters = list("alpha" = 1, "delta" = 1),
    kernel = exp_kernel)

mrc-ide/epihawkes documentation built on Feb. 13, 2021, 10:20 a.m.