max_lambda: Compute lambda_max - maximum intensity at a given time

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

Description

Compute lambda_max - maximum intensity at a given time

Usage

max_lambda(
  time,
  events,
  previous_event_time,
  T_max,
  kernel,
  parameters,
  mu_fn = mu_none,
  mu_fn_diff = mu_diff_none,
  print_level = 1
)

Arguments

time	Current time.
events	Vector of event times.
previous_event_time	Time of previous known event.
T_max	Maximum time of simulation.
kernel	Function describing the kernel.
parameters	Parameters of the Hawkes kernel.
mu_fn	Function describing contribution to intensity from exogenous terms.
mu_fn_diff	Differential of the mu function.
print_level	Level of printing to display.

Value

Maximum value of lambda after an event assuming no more events.

Examples

max_lambda(time = 2, events = c(0.5, 1, 1.3), previous_event_time = 1.3,
           T_max = 10, kernel = ray_kernel,
           parameters = list("alpha" = 1.0, "delta" = 1.0, "delay" = 0))
max_lambda(time = 2, events = c(0.5, 1, 1.3), previous_event_time = 1.3,
           T_max = 10, kernel = ray_kernel,
           parameters = list("alpha" = 1.0, "delta" = 1.0, "delay" = 0, "A" = 2),
           mu_fn = mu_constant, mu_fn_diff = mu_diff_constant)

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