intensity: Wrapper for 'compute_I$Intensity'.

In peterhalpin/hawkes: EM estimation of multivariate Hawkes process

Wrapper for compute_I$Intensity.

Description

Takes an m-dimensional multivariate Hawkes process and computes the intensities for indicated output and input processes. Main difference with compute_I is that inp can be a vector.

Usage

intensity(out, inp, pp_obj, parms, k, Log = F)

Arguments

out	index for which component of pp object is the output process.
inp	a vector of indices for which components of pp object are the input process.
pp_obj	a pp object.
parms	parameters of the Hawkes process formatted as described for set_parms.
k	output from set_kernel(kernel_type). Currently only implemented for kernel_type = "dgamma".
Log	logical: return alpha*kernel or log(alpha) + log(kernel) ?

Value

A list of length(inp) components, where the j-th element is compute_I for pp_obj[[out]] and pp_obj[[inp[j]]].

peterhalpin/hawkes documentation built on July 2, 2023, 1:04 p.m.