logLik,hspec-method {emhawkes} | R Documentation |
Compute the log-likelihood function
Description
The log-likelihood of the ground process of the Hawkes model. (The log-likelihood for mark (jump) distribution is not provided.)
Usage
## S4 method for signature 'hspec'
logLik(
object,
inter_arrival,
type = NULL,
mark = NULL,
N = NULL,
Nc = NULL,
N0 = NULL,
lambda_component0 = NULL,
...
)
Arguments
object |
|
inter_arrival |
A vector of realized inter-arrival times of events which includes inter-arrival for events that occur in all dimensions. Start with zero. |
type |
A vector of realized dimensions distinguished by numbers, 1, 2, 3, and so on. Start with zero. |
mark |
A vector of realized mark (jump) sizes. Start with zero. |
N |
A matrix of counting processes. |
Nc |
A matrix of counting processes weighted by mark. |
N0 |
A matrix of initial values of N. |
lambda_component0 |
The initial values of lambda component. Must have the same dimensional matrix with |
... |
Further arguments passed to or from other methods. |
See Also
hspec-class
, hfit,hspec-method