simulate_next_event: Simulate next event

Description Usage Arguments Value Examples

View source: R/simulation.R

Description

Uses Poisson thinning to select next event in Hawkes Process

Usage

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simulate_next_event(
  time,
  events,
  T_max,
  num_children = 1,
  kernel,
  parameters,
  mu_fn = mu_none,
  mu_fn_diff = mu_diff_none,
  mu_t_max = NULL,
  imported = F,
  print_level = 1
)

Arguments

time

Current time.

events

List of previous events in simulation.

T_max

Maximum time to simulate to.

num_children

Number of children to simulate from each parent event.

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

Next event in Hawkes Process or a time after T_max if reached end of simulation period.

Examples

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simulate_next_event(time = 0, events = c(0), T_max = 5,
    parameters = list("alpha" = 1, "delta" = 1, "delay" = 0),
    kernel = ray_kernel)
simulate_next_event(time = 5, events = c(0, 1.5, 6), T_max = 10,
    parameters = list("alpha" = 1, "delta" = 1, "delay" = 0),
    kernel = ray_kernel)

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