How to use HawkesProcesses.jl to plot intensity for a given vector?

General Usage
1

I’m trying to figure out how to use HawkesProcesses.jl to get the intensity for a given input vector of event arrival data.


# Event arrival data vector
eventTimestamps = sort(rand(100)*100)

bg = 0.5
kappa = 0.5
kernel(x) = pdf.(Distributions.Exponential(1/0.5), x)

# This doesn't seem to generate an array of data that could be used.
testSamples = HawkesProcesses.fit(eventTimestamps, maxT, iterations)

# This doesn't look like it has a way of inputting the event data, unless it gets wrapped up in the kernel
simevents = HawkesProcesses.simulate(bg, kappa, kernel, maxT)

# This is my targeted intensity function i want to run
ts = collect(1:maxT)
intensity = HawkesProcesses.intensity(ts, testSamples, bg, kappa, kernel)
2

Actually looks like it’s pretty simple: Just had to pass the events data to the intensity function, no need to simulate for event data. Was misunderstanding that concept.