volfunction {QRMlib}R Documentation

Self-Excitement Function

Description

calculates a self-excitement function for use in the negloglik() methods used in fit.sePP() and fit.seMPP()

Usage

volfunction(anytimes, times, marks, theta, model)

Arguments

anytimes vector of times at which to calculate self-excitement function
times times of point events
marks marks associated with point events
theta parameters of self-excitement function
model model number

Details

see page 306 of QRM

Value

a vector of same length as "anytimes"

See Also

fit.sePP, fit.seMPP

Examples

## Not run: 
seMPP.negloglik <- function(theta, PP, case, markdens) 
 {
   theta <- abs(theta);
   times <- PP$times;
   marks <- PP$marks;
   endtime <- PP$endtime;
   starttime <- PP$starttime;
   mu <- theta[1];
   phi <- theta[2];
   voltheta <- theta[-c(1,2,(length(theta)-2),
        (length(theta)-1),length(theta))];
   evol <- volfunction(times,times,marks,voltheta,case);
   lambda.contrib <- mu+phi*evol
   # ... remaining lines ommitted here
 }
## End(Not run)

[Package QRMlib version 1.4.4 Index]