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

In OwenWard/ppdiag: Diagnosis and Visualizations Tools for Temporal Point Processes

Fit a Hawkes process with exponential kernel to event data

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.

OwenWard/ppdiag documentation built on Feb. 19, 2023, 11:34 a.m.