I am reading the following paper:
and in particular page 13:
Now I never did a degree in maths (I did engineering) but I am reasonably mathematical. I need therefore quite a bit of help trying to work out how to actually implement the above in code. I am trying to calculate the order rate, lambda_t(p) = exp^(Beta^T x_t).
I found this, which I think may be answering my question:
If the above link is no good, would someone be able to give me a really basic example of how I could calculate beta, so that I can then calculate lambda_t(p) = exp^(Beta^T x_t)? Does anyone know what T is representing?
I wasn't sure if I need to implement newton raphson, as well as the jacobian method, or whether the latter encompasses that.
Help most appreciated,