conv.seq

Sequence convolution
conv.seq calculates the convolution of two sequences

Simulate an inhomogeneous self-exciting process (IHSEP), or Hawkes process, with a given (possibly time-varying) baseline intensity and an excitation function. Calculate the likelihood of an IHSEP with given baseline intensity and excitation functions for an (increasing) sequence of event times. Calculate the point process residuals (integral transforms of the original event times). Calculate the mean intensity process.

Feng Chen

IHSEP

Inhomogeneous Self-Exciting Process

conv.seq function

<dl><dt>x,y</dt>
<dd>numeric vectors</dd>
<dt>real</dt>
<dd>logical value, indicating whether the result should be real valued</dd></dl>

Arguments

Sequence convolution
conv.seq calculates the convolution of two sequences — conv.seq

<dl>

<dt>x,y</dt>
<dd>numeric vectors</dd>


<dt>real</dt>
<dd>logical value, indicating whether the result should be real valued</dd>

</dl>

conv.seq: Sequence convolution conv.seq calculates the convolution of two sequences

Description

Usage

Value

Arguments

See Also

Examples