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Realization of Hawkes Process

Source: R/hreal.R
hreal.Rd

hreal is a list containing the following components:

  • hspec: An S4 object of class hspec-class that specifies the parameter values.

  • inter_arrival: The time intervals between consecutive events.

  • arrival: The cumulative sum of inter_arrival times.

  • type: An integer representing the type of event.

  • mark: The size of the mark, providing additional information associated with the event.

  • N: A counting process that tracks the number of events.

  • Nc: A counting process that tracks the number of events, weighted by mark.

  • lambda: The left-continuous intensity process.

  • lambda_component: The component of the intensity process, \(\lambda_{ij}\), that excludes mu.

  • rambda: The right-continuous intensity process.

  • rambda_component: The right-continuous version of lambda_component.

Functions for printing hreal objects are provided.

Usage

# S3 method for class 'hreal'
print(x, n = 20, ...)

# S3 method for class 'hreal'
summary(object, n = 20, ...)

# S3 method for class 'hreal'
as.matrix(x, ...)

Arguments

x

An S3 object of class hreal.

n

The number of rows to display.

...

Additional arguments passed to or from other methods.

object

An S3 object of class hreal.