integral_intensity: Computes term two of the log likelihood

Description Usage Arguments Value

View source: R/log_likelihood.R

Description

Term two of the log likelhood function is:

\int_{0}^{T} μ(τ) dτ - ∑_{i=1}^{n} \int_{t_{i}}^{T} g(τ - t_{i} dτ)

Usage

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integral_intensity(
  events,
  int_kernel,
  parameters,
  mu_fn = mu_none,
  mu_diff_fn = mu_diff_none,
  mu_int_fn = mu_int_none,
  print_level = 1
)

Arguments

events

Vector of event times.

int_kernel

Integral of kernel function for Hawkes Process.

parameters

Parameters of the Hawkes kernel.

mu_fn

Function that returns exogenous part of Hawkes Process.

mu_diff_fn

Function that returns differential of exogenous part.

mu_int_fn

Function that returns integral of exogenous part.

print_level

Level at which logger will print

Value

Returns integral of the Hawkes intensity.


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