hawkesbow (version 1.0.3)

plot.hawkes_ogata: Plot of a simulated Hawkes process

Description

Plots a Hawkes process simulated by the function hawkes_ogata, highlighting the steps used in Ogata's thinning algorithm.

Usage

# S3 method for hawkes_ogata
plot(x, precision = 1000, ...)

Value

None

Arguments

x

A simulated Hawkes process from hawkes_ogata.

precision

(default = 1e3) Number of points to plot.

...

Only there to fit the declaration of S3 method plot.

Examples

# Simulate an exponential Hawkes process with baseline intensity 1 and
# excitation function 1*exp(-2t)
x <- hawkes_ogata(10, 1, 1, 2)
plot(x)