get_parms: Formats output of 'EM'

In peterhalpin/hawkes: EM estimation of multivariate Hawkes process

Formats output of EM

Description

Reformatrs EM output to be compatable with other functions that take the parms argument. Currently only implemented for "dgamma".

Usage

get_parms(em_obj, solution = 1)

Arguments

em_obj	the output of a call to EM
solution	a scalar indicating which row of EM$Solutions to read.

Value

A named list of numeric arrays with components c("mu", "alpha", "k_parm1", "k_parm2") defined as follows. Let n_margins denote the attr(pp_obj, "n_margins"). Then "mu" is the n_margins-vector of baseline parameters; "alpha" is the n_margins-by-n_margins matrix of intensity parameters; "k_parm1" is the n_margins-by-n_margins matrix containing the first arg to the response kernels; "k_parm2" is the n_margins-by-n_margins matrix containing the second arg to the response kernels.

peterhalpin/hawkes documentation built on July 2, 2023, 1:04 p.m.