logLik: Compute the Log-Likelihood Function

In ksublee/emhawkes: Exponential Multivariate Hawkes Model

Compute the Log-Likelihood Function

Description

Calculates the log-likelihood for the Hawkes model.

Usage

## S4 method for signature 'hspec'
logLik(
  object,
  inter_arrival,
  type = NULL,
  mark = NULL,
  N = NULL,
  Nc = NULL,
  N0 = NULL,
  lambda_component0 = NULL,
  ...
)

Arguments

object	An hspec-class object containing parameter values for computing the log-likelihood.
inter_arrival	A vector of inter-arrival times for events across all dimensions, starting with zero.
type	A vector indicating the dimensions, represented by numbers (1, 2, 3, etc.), starting with zero.
mark	A vector of mark (jump) sizes, starting with zero.
N	A matrix representing counting processes.
Nc	A matrix of counting processes weighted by mark sizes.
N0	A matrix of initial values for N.
lambda_component0	Initial values for the lambda component \lambda_{ij}. Can be a numeric value or a matrix. Must have the same number of rows and columns as alpha or beta in object.
...	Additional arguments passed to or from other methods.

See Also

hspec-class, hfit,hspec-method

ksublee/emhawkes documentation built on Feb. 5, 2025, 1:35 a.m.