negloglik_hp: Fit a Hawkes process with exponential kernel to event data

In ppdiag: Diagnosis and Visualizations Tools for Temporal Point Processes

Description

Compute the negative log likelihood parameter values for hawkes process.

Usage

negloglik_hp(vec, events, end = max(events))

Arguments

vec	vector containing initial values for the object parameters (lambda0,alpha,beta) to be optimized.
events	vector containing event times.
end	the end time of event times.

ppdiag documentation built on Aug. 12, 2021, 5:07 p.m.