compute_ray_deriv_delta: Computes directional derivatives wrt delta

In mrc-ide/epihawkes: Hawkes Processes model for outbreak analysis

Description

Computes directional derivatives wrt delta

Usage

compute_ray_deriv_delta(
  events,
  T_max,
  parameters,
  mu_fn = mu_none,
  conditional_intensities
)

Arguments

events	Vector of event times.
T_max	Maximum time of events.
parameters	Parameters of the Hawkes kernel.
mu_fn	Function that returns exogenous part of Hawkes Process.
conditional_intensities	Conditional intensities for events.

Value

Returns directional derivatives wrt alpha.

Examples

compute_ray_deriv_delta(events = c(0, 1, 2), T_max = 2,
  parameters = list("alpha" = 1, "delta" = 1, "delay" = 0),
  conditional_intensities = c(0.0000000, 0.6065307, 0.8772012))

mrc-ide/epihawkes documentation built on Feb. 13, 2021, 10:20 a.m.