Struct HawkesLikelihood

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pub struct HawkesLikelihood<'a> { /* private fields */ }
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Log-likelihood of the given event data under the Hawkes model. $$ \ell = \sum_{i=1}^N \log\left( \lambda_0 + \sum_{j < i} \alpha e^{-\beta(t_i-t_j)} \right) - \lambda_0 T - \sum_{i=1}^N \frac\alpha\beta \left(1 - e^{-\beta(T - t_i)}\right) $$

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impl<'a> HawkesLikelihood<'a>

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pub fn new( times: ArrayView1<'a, f64>, lbda0: f64, alpha: f64, beta: f64, tmax: f64, ) -> Self

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pub fn compute_likelihood(&self) -> f64

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pub fn grad(&self) -> Array1<f64>

Auto Trait Implementations§

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impl<'a> Freeze for HawkesLikelihood<'a>

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impl<'a> RefUnwindSafe for HawkesLikelihood<'a>

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impl<'a> Send for HawkesLikelihood<'a>

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impl<'a> Sync for HawkesLikelihood<'a>

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impl<'a> Unpin for HawkesLikelihood<'a>

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impl<'a> UnwindSafe for HawkesLikelihood<'a>

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