"score()" function and exact value of the log-likelihood

X-DataInitiative / tick

Module for statistical learning, with a particular emphasis on time-dependent modelling

https://x-datainitiative.github.io/tick/

BSD 3-Clause "New" or "Revised" License

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"score()" function and exact value of the log-likelihood #468

Open aresPanos opened 3 years ago

aresPanos commented 3 years ago

Hello,

I noticed that after calling the score function of "HawkesExpKern" model the returned value did not coincide with the log-likelihood value of a Hawkes Process over the same timestamps and parameters. Is any way to transform the score() function value in order to get the true log-likelihood?

Thanks in advance.