logLik: Compute the log-likelihood function

In ksublee/emhawkes: Exponential Multivariate Hawkes Model

Compute the log-likelihood function

Description

The log-likelihood of the ground process of the Hawkes model. (The log-likelihood for mark (jump) distribution is not provided.)

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	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 which 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 counting processes weighted by mark.
N0	A matrix of initial values of N.
lambda_component0	The initial values of lambda component. Must have the same dimensional matrix with object.
...	Further arguments passed to or from other methods.

See Also

hspec-class, hfit,hspec-method

ksublee/emhawkes documentation built on Feb. 2, 2023, 12:36 p.m.