Description Usage Arguments Value
View source: R/log_likelihood.R
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)
1 2 3 4 5 6 7 8 9 | 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
)
|
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 |
Returns integral of the Hawkes intensity.
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