probs: Normalizes the output of 'intensity' to be probabilities.

In peterhalpin/hawkes: EM estimation of multivariate Hawkes process

Normalizes the output of intensity to be probabilities.

Description

Similar to intensity, except the intensities are rescaled to probabilities.

Usage

probs(out, inp, pp_obj, parms, k)

Arguments

out	index for which component of pp object is the output process.
inp	a vector of indices for which components of pp object are the input process.
pp_obj	a pp object.
parms	parameters of the Hawkes process formatted as described for set_parms.
k	output from set_kernel(kernel_type). Currently only implemented for kernel_type = "dgamma".

Value

A list of length(inp) components, where the j-th element is compute_I for pp_obj[[out]] and pp_obj[[inp[j]]], normalized over the input processes.

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