Create a Hawkes process object

Source: R/pp_hp.R

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)

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)

#> Hawkes Process 
#> lambda0  0.1 
#> alpha  0.45 
#> beta  0.5