Compute the Log-Likelihood Function

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.

See also

hspec-class, hfit,hspec-method