simulate_temporal {stpphawkes}R Documentation

Simulates a temporal Hawkes process with an exponential correlation function

Description

Simulates a temporal Hawkes process with an exponential correlation function

Usage

simulate_temporal(mu, alpha, beta, tt, times, seed = -1L)

Arguments

mu

- background parameter

alpha

- \alpha parameter

beta

- \beta parameter

tt

- vector of two elements defining time span (e.g., c(0,10))

times

- history of previous times (e.g., numeric())

seed

- value to seed random number generation (default = -1)

Value

arrivals - vector of arrival times

Examples

    times = simulate_temporal(.5,.1,.5,c(0,10),numeric())

[Package stpphawkes version 0.2.1 Index]