volfunction {QRMlib} | R Documentation |
calculates a self-excitement function for use in the negloglik() methods used in fit.sePP() and fit.seMPP()
volfunction(anytimes, times, marks, theta, model)
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 |
see page 306 of QRM
a vector of same length as "anytimes"
## 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)