View source: R/HawkesProcess.R
The intensity of generated process is
λ(t) + ∑_{t_i < t} phi(t - t_i)
.
1 2 | gen_hawkes_process(lambda, T_0, lambda_u = NULL,
phi = dexp, phi_u = NULL)
|
lambda |
a positive function. |
T_0 |
positive numeric value. The generated events
in |
lambda_u, |
numeric value. The upper bound of
|
phi |
a positive function, which is the self-excited intensity effect. |
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