Draw the intensity of Hawkes Process

Draw the intensity of a Hawkes Process

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)