Description Usage Arguments Value Author(s) See Also Examples

Calculates the minus loglikelihood of an (bivariate) RHawkes model
with given immigration hazard functions *μ*, common offspring
density functions *h* and bracnhing ratios *η* for event times
and event types `data`

on interval *[0,cens]*. The same as
`mllMRH`

although this version also returns the most recent
immigrant probabilities at the censoring.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | ```
mllMRH1(data, cens, par,
h1.fn = function(x, p) 1 / p * exp( - x / p),
h2.fn = function(x, p) 1 / p * exp( - x / p),
mu1.fn = function(x, p){
exp(dweibull(x, shape = p[1], scale = p[2], log = TRUE) -
pweibull(x, shape = p[1], scale = p[2], lower.tail = FALSE,
log.p = TRUE))
},
mu2.fn = function(x, p){
exp(dweibull(x, shape = p[1], scale = p[2], log = TRUE) -
pweibull(x, shape = p[1], scale = p[2], lower.tail = FALSE,
log.p = TRUE))
},
H1.fn = function(x, p) pexp(x, rate = 1 / p),
H2.fn = function(x, p) pexp(x, rate = 1 / p),
Mu1.fn = function(x, p){
- pweibull(x, shape = p[1], scale = p[2], lower.tail = FALSE,
log.p = TRUE)
},
Mu2.fn = function(x, p){
- pweibull(x, shape = p[1], scale = p[2], lower.tail = FALSE,
log.p = TRUE)
})
``` |

`data` |
A two column matrix. The first column contains the event times sorted in ascending order. The second column contains the corresponding event type with the label one or two. |

`cens` |
A scalar. The censoring time. |

`par` |
A numeric vector. Contains the ten parameters of the model, in order of
the immigration parameters |

`h1.fn` |
A (vectorized) function. The offspring density function for type one events. |

`h2.fn` |
A (vectorized) function. The offspring density function for type two events. |

`mu1.fn` |
A (vectorized) function. The immigration hazard function for events of type one. |

`mu2.fn` |
A (vectorized) function. The immigration hazard function for events of type two. |

`H1.fn` |
A (vectorized) function. Its value at |

`H2.fn` |
A (vectorized) function. Its value at |

`Mu1.fn` |
A (vectorized) function. Its value at |

`Mu2.fn` |
A (vectorized) function. Its value at |

`mll` |
minus log-likelihood |

`p` |
most recent immigrant probabilities at the censoring time |

`n` |
number of events |

Tom Stindl <t.stindl@unsw.edu.au> Feng Chen <feng.chen@unsw.edu.au>

1 2 3 4 5 6 7 8 9 10 11 | ```
data <- cbind(sort(runif(1000,0,1000)),
sample(1:2, size = 1000, replace = TRUE))
tmp <- mllMRH1(data = data, cens = 1001,
par = c(3,1.2,1/3,0.2,1,1,0.5,0.2,0.2,0.3))
## last immigrant probabilities
lip <- tmp$p
## sample last immigrant at censoring time for component one and
## component two respectively
c(sample(0:1000, 1, replace = TRUE, prob = rowSums(lip)),
sample(0:1000, 1, replace = TRUE, prob = colSums(lip)))
``` |

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