negloglik_hp: Fit a Hawkes process with exponential kernel to event data
Description
Compute the negative log likelihood parameter values for hawkes process.
Usage
negloglik_hp(vec, events, end = max(events))
Arguments
vec
vector containing initial values for the
object parameters (lambda0,alpha,beta) to be optimized.
events
vector containing event times.
end
the end time of event times.