Conditional intensity of a spatiotemporal Hawkes process at a query point

Conditional intensity of a spatiotemporal Hawkes process at a query point

Usage

morie_hawkes_st_intensity(events, t_q, x_q, y_q, params)

Arguments

events

A data frame / matrix with columns t, x, y of past events (only those with t < t_q contribute).

t_q, x_q, y_q

Query time and location.

params

List list(mu, alpha, beta, sigma).

Value

The intensity \(\lambda(t_q, x_q, y_q)\) (a non-negative scalar).

Examples

ev <- data.frame(t = c(0.1, 0.5), x = c(0, 1), y = c(0, 1))
morie_hawkes_st_intensity(ev, 0.6, 0.1, 0.1,
                          list(mu = 0.2, alpha = 0.5, beta = 1, sigma = 0.5))
#> [1] 0.3967745