Temporal exponential-kernel Hawkes fit

Maximum-likelihood fit of a temporal-only exponential Hawkes process to incident times. Optimisation runs in base R (stats::optim, Nelder-Mead). Reports background rate mu, branching ratio kappa, decay omega, and the AIC / BIC of the fit.

Usage

morie_tps_hawkes_temporal_fit(df, ds_name = "?", max_n = 5000L)

Arguments

df

A data.frame with TPS-shaped date columns.

ds_name

Character label for the dataset.

max_n

Maximum number of incident times to fit (random subsample seeded with 42 if exceeded).

Value

A morie_rich_result list with mu, kappa, omega, branching, nll, aic, bic.