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Compute the Log-Likelihood Function

Source: R/hllf.R
logLik.Rd

Calculates the log-likelihood for the Hawkes model.

Usage

# S4 method for class 'hspec'
logLik(
  object,
  inter_arrival,
  type = NULL,
  mark = NULL,
  N = NULL,
  Nc = NULL,
  N0 = NULL,
  Nc0 = NULL,
  lambda_component0 = NULL,
  infer = FALSE,
  ...
)

Arguments

object

An hspec-class object containing parameter values for computing the log-likelihood.

inter_arrival

A vector of inter-arrival times for events across all dimensions, starting with zero.

type

A vector indicating the dimensions, represented by numbers (1, 2, 3, etc.), starting with zero.

mark

A vector of mark (jump) sizes, starting with zero.

N

A matrix representing counting processes.

Nc

A matrix of counting processes weighted by mark sizes.

N0

A matrix of initial values for N.

Nc0

A matrix of initial values for Nc.

lambda_component0

Initial values for the lambda component \(\lambda_{ij}\). Can be a numeric value or a matrix. Must have the same number of rows and columns as alpha or beta in object.

infer

Logical

...

Additional arguments passed to or from other methods.

Details

The first row represents the initial state and is not an event. Counting-process rows contain values after the corresponding event. Supplied N and Nc matrices must agree with type, mark, and any supplied initial counts. Event order is preserved, including zero intervals. Component functions receive the arguments they declare; functions with ... receive the available event context. Intensity histories are NULL before initialization. Baseline functions use n - 1 to access the preceding event.

See also

hspec-class, hfit,hspec-method