negloglik_hp {ppdiag} | R Documentation |
Fit a Hawkes process with exponential kernel to event data
Description
Compute the negative log likelihood parameter values for hawkes process.
Usage
negloglik_hp(vec, events, end = max(events))
Arguments
vec |
vector containing initial values for the object parameters (lambda0,alpha,beta) to be optimized. |
events |
vector containing event times. |
end |
the end time of event times. |
[Package ppdiag version 0.1.1 Index]