multi_hawkes {stelfi} | R Documentation |
Example multivariate Hawkes dataset
Description
Two-stream multivariate Hawkes data with ,
, and
=
matrix(c(0.5,0.1,0.1,0.5),byrow = TRUE,nrow = 2)
.
Format
A data frame with 213 observations and 2 variables:
- times
ordered time stamp of observation
- stream
character giving stream ID (i.e., Stream 1 or Stream 2) of observation
[Package stelfi version 1.0.1 Index]