multi_hawkes {stelfi}

Example multivariate Hawkes dataset

Description

Two-stream multivariate Hawkes data with mu_1 = \mu_2 = 0.2, beta_1 = \beta_2 = 0.7, and \boldsymbol{\alpha} = 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