drawHPIntensity {ppdiag}

Draw the intensity of Hawkes Process

Description

Draw the intensity of a Hawkes Process

Usage

drawHPIntensity(
  hp = NULL,
  events,
  int_title = "Hawkes Intensity",
  start = 0,
  end = max(events),
  history = NULL,
  color = 1,
  i = 1,
  add = FALSE,
  fit = FALSE,
  plot_events = TRUE,
  verbose = FALSE
)

Arguments

hp

object parameters for Hawkes process.

events

the event times happened in this state

int_title

title of the intensity plot

start

the start time of current state

end

the end time of current state

history

the past event times

color

specify the default plotting color.

i

state number, used only for drawUniMMHPIntensity

add

whether to add the hawkes intensity to an existing plot, used for drawUniMMHPIntensity

fit

a boolean indicating whether to fit a new HP to events

plot_events

indicate whether events will be plotted

verbose

whether to output informative messages as running

Value

no return value, intensity plot of Hawkes process

Examples

set.seed(100)
hp_obj <- pp_hp(lambda0 = 0.5, alpha = 0.45, beta = 0.5)
events <- pp_simulate(hp_obj, start = 0, end = 20)
drawHPIntensity(hp_obj, events)