sePP.negloglik {QRMlib} | R Documentation |
evaluates negative log-likelihood of a self-exciting point process model (unmarked)
sePP.negloglik(theta, PP, case)
theta |
parameters of self-exciting model |
PP |
point-process data |
case |
a numerical variable coding whether Hawkes or ETAS forms are used and whether marks may have an influence on future points |
value of log-likelihood
documentation by Scott Ulman for R-language distribution
## Not run: #Example of using sePP.negloglik as objective function passed #to optimizer function fit.sePP <- function(PP,markdens="GPD",model="Hawkes", mark.influence=T,predictable=F,std.errs=F) { #lines removed here... fit <- nlminb(start=theta, objective=sePP.negloglik, PP=PP,case=case); par.ests <- fit$par; par.ests <- abs(par.ests) ll.max <- -sePP.negloglik(par.ests,PP,case) #Lines removed here ... } ## End(Not run)