Hi forzenwithjoy, and thanks for your time!
I'm not sure I understand what you are asking me for. The code is supposed to generate a sequence of "arrival times" that are supposed to be produced by a selfexciting point process with lambda as its intensity function... in order to do so, i generate some arrival times and then perform an Acceptance/Rejection of sorts that will drop some of them (with a certain probability) and generate new ones... i usually let the loop run about 10,000 or 50,000 times and than feed the generated arrival times into MLE estimation to get "back" the values of my 3 parameters: alpha, beta and lambda0 (the base intensity)... for beta and alpha i get very cloes MLE estimates while the estimate for lambda0 is ALWAYS well off... this is my problem... what kind of outputs would you like me to show you??
thanks a lot for your help!
take care!
kris
