h.fn.exp {IHSEP} | R Documentation |
Mean Intensity of the Self-Exciting Point Process With an Exponential Excitation Function
Description
h.fn.exp
calculates the mean intensity function which
solves the integral equation
, where the excitation function is exponential: .
Usage
h.fn.exp(x, nu, g.p = c(4, 8))
Arguments
x |
numerical scalar, at which the mean intensity |
nu |
a function, which gives the baseline event rate |
g.p |
a numeric vector of two elements giving the two parameters |
Value
a numric scalar which gives the value of the function at
x
.
See Also
Examples
nu <- function(x)200+100*cos(pi*x);
x <- 1:500/100;
y <- sapply(x,h.fn.exp,nu=nu,g.p=c(2,1));
h <- splinefun(x,y);
g <- function(x)2*exp(-x)
round(nu(x)+sapply(x,function(x)integrate(function(u)g(x-u)*h(u),0,x)$value) - y,5)
[Package IHSEP version 0.3.1 Index]