get_hawkes_neg_likelihood_value: Compute the negative log-likelihood values of a given model...

In behavioral-ds/evently: Fit Hawkes and HawkesN Processes with AMPL and Ipopt

Compute the negative log-likelihood values of a given model on a list of given event cascades.

Description

Compute the negative log-likelihood values of a given model on a list of given event cascades.

Usage

get_hawkes_neg_likelihood_value(
  model,
  ...,
  par,
  data,
  model_type,
  observation_time
)

Arguments

model	An object of a specific model class where the 'data' and the 'par' fields are required.
...	Further arguments passed to ampl
par	Hawkes model parameters
data	A list of data.frames of event cascades
model_type	The Hawkes model type
observation_time	The observation time of the given event cascades

Value

A single number, the negative log-likelihood of the given model on data

Examples

## Not run: 
data <- generate_series(model_type = 'EXP',
                                     par = c(K = 0.9, theta = 1),
                                     sim_no = 10, Tmax = Inf)
fitted <- fit_series(data, 'EXP', observation_time = Inf)
data_test <- generate_series(model_type = 'EXP',
                                          par = c(K = 0.9, theta = 1),
                                          sim_no = 10, Tmax = Inf)
get_hawkes_neg_likelihood_value(fitted, data = data_test)

## End(Not run)

behavioral-ds/evently documentation built on Feb. 3, 2023, 9:42 a.m.