Description Usage Arguments See Also
The loglikelihood of the ground process of the Hawkes model. (The estimation for jump distribution is not provided.)
1 2 3 4 5 6 7 8 9 10 11 
object 

inter_arrival 
a vector of realized interarrival times of events. Includes interarrival for events that occur in all dimensions. Start with zero. 
type 
a vector of realized dimensions. Distinguished by numbers, 1, 2, 3, and so on. Start with zero. 
mark 
a vector of realized mark (jump) sizes. Start with zero. 
N 
a matrix of counting processes 
Nc 
a matrix of cumulated counting processes 
N0 
the initial value of N 
lambda0 
the initial values of lambda component. Must have the same dimensional matrix with 
hspecclass
, hfit,hspecmethod
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.