temporal.catmark.mle {stpphawkes}

MLE Estimation of Temporal Hawkes Model Parameters with Categorical Marks

Description

Maximum likelihood estimation of the parameters of a temporal exponential decay Hawkes model

Usage

temporal.catmark.mle(t, marks, t_max = max(t), initval = NA, print = TRUE)

Arguments

t

- vector of arrival times

marks

- vector of marks

t_max

- maximum time value (default = max(times))

initval

- initial parameter values for likelihood optimization

print

- print progress (default = TRUE)

Value

A list containing the parameter values and likelihood value