Simulate: The function simulates a Hawkes process in a one or multi...

In Hawkes: Hawkes

Usage

Simulate(dim, lambda0, alpha, beta, T)

Arguments

dim
lambda0
alpha
beta
T

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (dim, lambda0, alpha, beta, T) 
{
    if (!is.integer(dim) || (dim < 1)) {
        stop("'dim' must be a strictly positive integer")
    }
    if (dim == 1) {
        t = .Call("d1_Simulate", lambda0, alpha, beta, T)
    }
    if (dim > 1) {
        t = .Call("dn_Simulate", lambda0, alpha, beta, T)
    }
    t
  }

Hawkes documentation built on May 2, 2019, 5:55 p.m.