temporal.catmark.mle: MLE Estimation of Temporal Hawkes Model Parameters with...
In stpphawkes: Missing Data for Marked Hawkes Process
temporal.catmark.mle R Documentation
MLE Estimation of Temporal Hawkes Model Parameters with Categorical Marks
Description
Maximum likelihood estimation of the parameters of a temporal exponential decay Hawkes model
Usage
temporal.catmark.mle(t, marks, t_max = max(t), initval = NA, print = TRUE)
Arguments
t
- vector of arrival times
marks
- vector of marks
t_max
- maximum time value (default = max(times))
initval
- initial parameter values for likelihood optimization
print
- print progress (default = TRUE)
Value
A list containing the parameter values and likelihood value
stpphawkes documentation built on April 4, 2025, 3:22 a.m.
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| temporal.catmark.mle | R Documentation |
MLE Estimation of Temporal Hawkes Model Parameters with Categorical Marks
Description
Maximum likelihood estimation of the parameters of a temporal exponential decay Hawkes model
Usage
temporal.catmark.mle(t, marks, t_max = max(t), initval = NA, print = TRUE)
Arguments
t |
- vector of arrival times |
marks |
- vector of marks |
t_max |
- maximum time value (default = max(times)) |
initval |
- initial parameter values for likelihood optimization |
print |
- print progress (default = TRUE) |
Value
A list containing the parameter values and likelihood value
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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