plot_event_series: Plot a Hawkes process and its intensity function

In qykong/HawkesFit: Fit Hawkes and HawkesN Processes with AMPL and Ipopt

Plot a Hawkes process and its intensity function

Description

Plot a Hawkes process and its intensity function

Usage

plot_event_series(model, cascade = NULL, cascade_index = 1)

Arguments

model	A model object where data, model_type and par are required
cascade	This cascade data.frame will be used if provided
cascade_index	Determine which cascade in the list of cascades to plot default to the first cascade

Value

A ggplot object

Examples

par <- c(K = 0.95, theta = 1)
data <- generate_series(model_type = 'EXP',
                                     par = par,
                                     sim_no = 1, Tmax = Inf)
plot_event_series(new_hawkes(model_type = 'EXP',
                             par = par,
                             data = data))

qykong/HawkesFit documentation built on Jan. 26, 2023, 7:49 p.m.