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[1] http://bfy.tw/6y3o
[2] https://cran.r-project.org/web/v
I am trying to model data with multivariate Hawkes distribution. Take the
below example. I am able to compute likelihood but don't know how to
maximize it.
library(hawkes)
lambda0 <- c(0.2,0.2)
alpha <- matrix(c(0.5,0,0,0.5),byrow=TRUE,nrow=2)
beta<- c(0.7,0.7)
history <- simulateHawkes(lamb
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