Simulate events from a temporal point process

Source: R/pp_simulate.R

Currently available point processes are homogeneous Poisson, Hawkes with exponential kernel, MMHP and MMPP

pp_simulate(object, start = 0, end = 1, n = NULL, verbose = FALSE)

# S3 method for default
pp_simulate(object, start = 0, end = 1, n = NULL, verbose = FALSE)

# S3 method for hpp
pp_simulate(object, start = 0, end = 1, n = NULL, verbose = FALSE)

# S3 method for hp
pp_simulate(object, start = 0, end = 1, n = NULL, verbose = FALSE)

# S3 method for mmpp
pp_simulate(object, start = 0, end = 1, n = NULL, verbose = FALSE)

# S3 method for mmhp
pp_simulate(object, start = 0, end = 1, n = NULL, verbose = FALSE)

Arguments

object

point process model object of type hpp, hp, mmhp, or mmpp
start

start time of events simulated. Not used for Markov modulated models
end

end time of events simulated. Not used for Markov modulated models
n

number of events simulated. Required for Markov modulated models, optional otherwise
verbose

whether to output informative messages as running

Value

a vector of event times for all models. For Markov modulated models, also returns details on the underlying latent process

Examples

hpp_obj <- pp_hpp(lambda = 1)
s <- pp_simulate(hpp_obj, n = 50)