The submission considers first-order exponential-decay Hawkes processes with constant unconditional intensities, and presents
a) a calculation of point-time intensities for constituent series of a multivariate process;
b) a plotting function visualizing intensity dynamics and event occurrences of a multivariate process;
c) a *univariate* process simulator, based on Algorithm 1 of Bravaccino (2004, p. 80). A multivariate simulator is desired, and collaboration is enthusiastically welcomed.
引用
Dimitri Shvorob (2024). Simulate a Hawkes process (https://www.mathworks.com/matlabcentral/fileexchange/17983-simulate-a-hawkes-process), MATLAB Central File Exchange. に取得済み.
MATLAB リリースの互換性
プラットフォームの互換性
Windows macOS Linuxカテゴリ
- AI and Statistics > Statistics and Machine Learning Toolbox > Descriptive Statistics and Visualization >
タグ
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!hawkes/
hawkes/html/
バージョン | 公開済み | リリース ノート | |
---|---|---|---|
1.0.0.0 | BSD
|