ray_hessian: Computes hessian for Rayleigh kernel

Description Usage Arguments Value Examples

View source: R/ray_hessian.R

Description

Computes hessian for Rayleigh kernel

Usage

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ray_hessian(
  parameters,
  delay = 0,
  events,
  kernel,
  mu_fn = mu_none,
  mu_diff_fn = mu_diff_none,
  mu_int_fn = mu_int_none,
  print_level = 0
)

Arguments

parameters

Parameters of the Hawkes kernel.

delay

Fixed delay for kernel

events

Vector of event times.

kernel

Kernel function for Hawkes Process.

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 directional derivatives for Rayleigh kernel.

Examples

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ray_hessian(parameters = list("alpha" = 1, "delta" = 1), delay = 1,
    events = c(0, 4, 6, 9), kernel = exp_kernel, mu = mu_sinusoidal_linear,
    mu_diff_fn = mu_diff_sinusoidal_linear,
    mu_int_fn = mu_int_sinusoidal_linear)

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