compute_alpha: Computes the intensity parameter of the Hawkes process.
In peterhalpin/hawkes: EM estimation of multivariate Hawkes process
View source: R/hawkes_em_functions.R
compute_alpha R Documentation
Computes the intensity parameter of the Hawkes process.
Description
Compute the intensity parameters for single intput/output process combination.
Usage
compute_alpha(out, inp, pp_obj, parms, k, list_P)
Arguments
out
index for which component of pp object is the output process.
inp
index for which component of pp object is the input process.
pp_obj
a pp object.
k
output from set_kernel(kernel_type). Currently only implemented for kernel_type = "dgamma".
list_P
output from probs.
Value
The (scalar) value of the intensity parameter.
peterhalpin/hawkes documentation built on July 2, 2023, 1:04 p.m.
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View source: R/hawkes_em_functions.R
| compute_alpha | R Documentation |
Computes the intensity parameter of the Hawkes process.
Description
Compute the intensity parameters for single intput/output process combination.
Usage
compute_alpha(out, inp, pp_obj, parms, k, list_P)
Arguments
out |
index for which component of |
inp |
index for which component of |
pp_obj |
a |
k |
output from |
list_P |
output from |
Value
The (scalar) value of the intensity parameter.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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