| 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)