Description Usage Arguments Value Examples
Uses Poisson thinning to select next event in Hawkes Process
1 2 3 4 5 6 7 8 9 10 11 12 13 | 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
)
|
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 |
Next event in Hawkes Process or a time after T_max if reached end of simulation period.
1 2 3 4 5 6 | 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)
|
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