pp_hp {ppdiag}

Create a Hawkes process object

Description

Create a Hawkes Process with an exponential kernel according to the given parameters: lambda0, alpha, beta and events. If events are missing, then it means that data will be added later(simulated from this process)

Usage

pp_hp(lambda0, alpha, beta, events = NULL)

Arguments

lambda0

initial intensity at the start time

alpha

jump size in increase of intensity

beta

exponential decay of intensity

events

vector containing the event times. Note that the first event is at time zero. Alternatively, events could be specified as NULL, meaning that the data will be added later (e.g. simulated).

Value

hp object

Examples

pp_hp(lambda0 = 0.1, alpha = 0.45, beta = 0.5)