# waiting time as in the example
wt_seconds <- 2126
# plotting in R
par(mfrow=c(2,2))
title_vec <- c("seconds", "minutes", "hours", "days")
kappa <- 1/c(1, 60, 60*60, 60*60*24)
for(p in 1:length(title_vec)) curve(-(wt_seconds*kappa[p])*exp(x),
from = -5,
to = 5,
main = title_vec[p],
xlab = "survival of one dyad",
ylab = "contribute to the likelihood")
We want to allow the user to define the scale of the waiting times, especially when the time variable is provided as timestamp
If the time variable is a timestamp, the
reh$intereventTime
will be measured in seconds by default.We want to allow the user to specify a different scale for the interevent time:
For instance if the waiting time between
t[m]
andt[m-1]
is,t[m]-t[m-1] = 2126 seconds
, the user can convert it to:2126 / 60 = 35.43 minutes
2126/ (60 * 60) = 0.591 hours
2126/ (60 * 60 * 24) = 0.025 days
Consider the loglikelihood of a tie-oriented model (but this consideration can also be adapted to the actor-oriented model)
$$ \log{\mathscr{L}}(\beta; E_{tM})=\sum{m=1}^{M}{\Bigg[X_{[e_m,.,m]}\beta-\left(tm-t{m-1}\right)\sum{e\in\mathcal{R}}^{}{\exp{\left\lbrace X{[e,.,m]}\beta\right\rbrace} }}\Bigg] $$
when waiting times are measured in seconds, at each time point the log-survival contribute from the risk set will tend to assume very large values.
$$ -\left(tm-t{m-1}\right)\sum{e\in\mathcal{R}}^{}{\exp{\left\lbrace X{[e,.,m]}\beta\right\rbrace}} $$
The conversion from seconds to minutes, to hours, or to days will affect the MLEs.
If we introduce the parameter $\kappa$ as a conversion factor
$$ \log{\mathscr{L}}(\beta; E_{tM}, \kappa)=\sum{m=1}^{M}{\Bigg[X_{[e_m,.,m]}\beta-\left(tm-t{m-1}\right)\kappa\sum{e\in\mathcal{R}}^{}{\exp{\left\lbrace X{[e,.,m]}\beta\right\rbrace} }}\Bigg] $$
Then
$$ \log{\mathscr{L}}(\beta; E_{tM})- \log{\mathscr{L}}(\beta; E{tM}, \kappa) = -\Bigg[\sum{m=1}^{M}{\left(tm-t{m-1}\right)\sum{e\in\mathcal{R}}^{}{\exp{\left\lbrace X{[e,.,m]}\beta\right\rbrace}}}\Bigg] + \kappa \Bigg[\sum_{m=1}^{M}{\left(tm-t{m-1}\right)\sum{e\in\mathcal{R}}^{}{\exp{\left\lbrace X{[e,.,m]}\beta\right\rbrace}}}\Bigg] = $$
$$ =\left(1-\kappa\right)\Bigg[-\sum_{m=1}^{M}{\left(tm-t{m-1}\right)\sum{e\in\mathcal{R}}^{}{\exp{\left\lbrace X{[e,.,m]}\beta\right\rbrace}}}\Bigg] $$