[Yuima-commits] r617 - pkg/yuima/man

[noreply at r-forge.r-project.org]

Author: lorenzo
Date: 2017-07-17 15:17:17 +0200 (Mon, 17 Jul 2017)
New Revision: 617

Modified:
   pkg/yuima/man/setHawkes.Rd
Log:


Modified: pkg/yuima/man/setHawkes.Rd
===================================================================
--- pkg/yuima/man/setHawkes.Rd	2017-07-11 21:19:36 UTC (rev 616)
+++ pkg/yuima/man/setHawkes.Rd	2017-07-17 13:17:17 UTC (rev 617)
@@ -2,8 +2,7 @@
 \alias{setHawkes}
 %- Also NEED an '\alias' for EACH other topic documented here.
 \title{Constructor of Hawkes model}
-\description{
-...
+\description{'\code{setHawkes}' constructs an object of class \code{\link{yuima.Hawkes}} that is a mathematical description of a multivariate Hawkes model
 }
 \usage{
 setHawkes(lower.var = "0", upper.var = "t", var.dt = "s",
@@ -13,31 +12,52 @@
 }
 %- maybe also 'usage' for other objects documented here.
 \arguments{
-  \item{lower.var}{...}
-  \item{upper.var}{...}
-  \item{var.dt}{...}
-  \item{process}{...}
-  \item{dimension}{...}
-  \item{intensity}{...}
-  \item{ExpKernParm1}{...}
-  \item{ExpKernParm2}{...}
-  \item{const}{...}
-  \item{measure}{...}
-  \item{measure.type}{...}
+  \item{lower.var}{Lower bound in the integral}
+  \item{upper.var}{Upper bound in the integral}
+  \item{var.dt}{Time variable}
+  \item{process}{Counting process}
+  \item{dimension}{An integer that indicates the components of the counting process}
+  \item{intensity}{Intensity Process}
+  \item{ExpKernParm1}{Kernel parameters}
+  \item{ExpKernParm2}{Kernel parameters}
+  \item{const}{Constant term in the intensity process}
+  \item{measure}{Jump size. By default 1}
+  \item{measure.type}{Type. By default \code{code}.}
 }
-\details{...}
-\value{...
-}
-\references{
-...}
-\author{
-...}
-\note{
-...}
+\details{By default the object is an univariate Hawkes process}
+\value{The function returns an object of class \code{\link{yuima.Hawkes}}.}
+\author{YUIMA Team}
 
 %% ~Make other sections like Warning with \section{Warning }{....} ~
 
-\seealso{...}
-%\examples{}
+\examples{
+\dontrun{
+# Definition of an univariate hawkes model
+
+provaHawkes2<-setHawkes()
+str(provaHawkes2)
+
+# Simulation
+
+true.par <- list(nu1=0.5, c11=3.5,  a11=4.5)
+
+simprv1 <- simulate(object = provaHawkes2, true.parameter = true.par,
+  sampling = setSampling(Terminal =70, n=7000))
+
+plot(simprv1)
+
+# Computation of intensity
+
+lambda1 <- Intensity.PPR(simprv1, param = true.par)
+
+plot(lambda1)
+
+# qmle
+
+res1 <- qmle(simprv1, method="Nelder-Mead", start = true.par)
+
+summary(res1)
+}
+}
 % Add one or more standard keywords, see file 'KEYWORDS' in the
 % R documentation directory.