[−][src]Struct pointprocesses::likelihood::HawkesLikelihood
Log-likelihood of the given event data under the Hawkes model. $$ \ell = \sum_{i=1}^N \log\left( \lambda_0 + \sum_{j < i} \alpha e^{-\beta(t_i-t_j)} \right) - \lambda_0 T - \sum_{i=1}^N \frac\alpha\beta \left(1 - e^{-\beta(T - t_i)}\right) $$
Methods
impl<'a> HawkesLikelihood<'a>[src]
pub fn new(
times: ArrayView1<'a, f64>,
lbda0: f64,
alpha: f64,
beta: f64,
tmax: f64
) -> Self[src]
times: ArrayView1<'a, f64>,
lbda0: f64,
alpha: f64,
beta: f64,
tmax: f64
) -> Self
pub fn compute_likelihood(&self) -> f64[src]
pub fn grad(&self) -> Array1<f64>[src]
Auto Trait Implementations
impl<'a> Send for HawkesLikelihood<'a>
impl<'a> Unpin for HawkesLikelihood<'a>
impl<'a> Sync for HawkesLikelihood<'a>
impl<'a> UnwindSafe for HawkesLikelihood<'a>
impl<'a> RefUnwindSafe for HawkesLikelihood<'a>
Blanket Implementations
impl<T, U> Into<U> for T where
U: From<T>, [src]
U: From<T>,
impl<T> From<T> for T[src]
impl<T, U> TryFrom<U> for T where
U: Into<T>, [src]
U: Into<T>,
type Error = Infallible
The type returned in the event of a conversion error.
fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>[src]
impl<T, U> TryInto<U> for T where
U: TryFrom<T>, [src]
U: TryFrom<T>,
type Error = <U as TryFrom<T>>::Error
The type returned in the event of a conversion error.
fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>[src]
impl<T> BorrowMut<T> for T where
T: ?Sized, [src]
T: ?Sized,
fn borrow_mut(&mut self) -> &mut T[src]
impl<T> Borrow<T> for T where
T: ?Sized, [src]
T: ?Sized,
impl<T> Any for T where
T: 'static + ?Sized, [src]
T: 'static + ?Sized,
impl<V, T> VZip<V> for T where
V: MultiLane<T>,
V: MultiLane<T>,