logLik-hspec-method: Compute the loglikelihood function

Description Usage Arguments See Also

Description

The loglikelihood of the ground process of the Hawkes model. (The estimation for jump distribution is not provided.)

Usage

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## S4 method for signature 'hspec'
logLik(
  object,
  inter_arrival,
  type = NULL,
  mark = NULL,
  N = NULL,
  Nc = NULL,
  N0 = NULL,
  lambda0 = NULL
)

Arguments

object

hspec-class. The parameter values in the object are used to compute the log-likelihood.

inter_arrival

a vector of realized inter-arrival times of events. Includes inter-arrival 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 hspec.

See Also

hspec-class, hfit,hspec-method


ksublee/emhawkes documentation built on Feb. 16, 2021, 8:34 a.m.