gen_hawkes_process: Generate Hawkes Process

Description Usage Arguments

View source: R/HawkesProcess.R

Description

The intensity of generated process is

λ(t) + ∑_{t_i < t} phi(t - t_i)

.

Usage

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  gen_hawkes_process(lambda, T_0, lambda_u = NULL,
    phi = dexp, phi_u = NULL)

Arguments

lambda

a positive function.

T_0

positive numeric value. The generated events in [0, T_0]

lambda_u,

numeric value. The upper bound of lambda(t) in [0, T_0]. If lambda_u is NULL, then optimize will be used to find the upper bound.

phi

a positive function, which is the self-excited intensity effect.


wush978/RPPGen documentation built on May 4, 2019, 12:01 p.m.