temporal.mle {stpphawkes} | R Documentation |
MLE Estimation of Temporal Hawkes Model Parameters
Description
Maximum likelihood estimation of the parameters of a temporal exponential decay Hawkes model
Usage
temporal.mle(t, t_max = max(t), initval = NA, print = TRUE)
Arguments
t |
- vector of arrival times |
t_max |
- maximum time value (default = max(times)) |
initval |
- vector of two elements describing missing time range (default = NA) |
print |
- print progress (default = TRUE) |
Value
A list containing the parameter values and likelihood value
[Package stpphawkes version 0.2.1 Index]