pp: Creates a point process object (S3).

In peterhalpin/hawkes: EM estimation of multivariate Hawkes process

Creates a point process object (S3).

Description

A pp object is just a list whose components are the event times of each margin of a point process, plus some additional attributes. Role is analgous to stats::ts.

Usage

pp(list_times, n_margins = length(list_times),
  end_time = max(unlist(list_times)))

Arguments

list_times	a list, each component containing the event times for a margin of the point process.
n_margins	if list_times is missing, used to create an empty pp object.
end_time	if list_times is missing, used to create an empty pp object.

Value

A pp object (S3).

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