Multivariate Point Process Package
0.1
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This is the complete list of members for HawkesGeneralKernel, including all inherited members.
all_timestamp_per_dimension_ | IProcess | protected |
arrayG | HawkesGeneralKernel | protected |
arrayK | HawkesGeneralKernel | protected |
fit(const std::vector< Sequence > &data, const OPTION &options) | HawkesGeneralKernel | |
GetNumDims() | IProcess | inline |
GetParameters() | IProcess | inline |
Gradient(const unsigned &k, Eigen::VectorXd &gradient) | HawkesGeneralKernel | virtual |
HawkesGeneralKernel(const unsigned &n, const unsigned &num_dims, const std::vector< std::vector< TriggeringKernel * > > &triggeringkernels) | HawkesGeneralKernel | inline |
Initialize(const std::vector< Sequence > &data) | HawkesGeneralKernel | protected |
InitializeDimension(const std::vector< Sequence > &data) | IProcess | protected |
Intensity(const double &t, const Sequence &data, Eigen::VectorXd &intensity_dim) | HawkesGeneralKernel | virtual |
IntensityIntegral(const double &lower, const double &upper, const Sequence &data) | HawkesGeneralKernel | virtual |
IntensityUpperBound(const double &t, const double &L, const Sequence &data, Eigen::VectorXd &intensity_upper_dim) | HawkesGeneralKernel | virtual |
IProcess(const unsigned &n, const unsigned &num_dims) | IProcess | inline |
L1 enum value | HawkesGeneralKernel | |
L22 enum value | HawkesGeneralKernel | |
LAMBDA enum value | HawkesGeneralKernel | |
LAMBDA0 enum value | HawkesGeneralKernel | |
NegLoglikelihood(double &objvalue, Eigen::VectorXd &gradient) | HawkesGeneralKernel | virtual |
NONE enum value | HawkesGeneralKernel | |
NUCLEAR enum value | HawkesGeneralKernel | |
num_dims_ | IProcess | protected |
num_sequences_ | HawkesGeneralKernel | protected |
observation_window_T_ | HawkesGeneralKernel | protected |
options_ | HawkesGeneralKernel | protected |
OptMethod enum name | HawkesGeneralKernel | |
parameters_ | IProcess | protected |
PLBFGS enum value | HawkesGeneralKernel | |
PlotIntensityFunction(const Sequence &data) | IProcess | |
PlotIntensityFunction(const Sequence &data, const unsigned &dim_id) | IProcess | |
PredictNextEventTime(const Sequence &data, const unsigned &num_simulations) | HawkesGeneralKernel | virtual |
RegCoef enum name | HawkesGeneralKernel | |
Regularizer enum name | HawkesGeneralKernel | |
RestoreOptionToDefault() | HawkesGeneralKernel | protected |
RNG_ | HawkesGeneralKernel | protected |
SetParameters(const Eigen::VectorXd &v) | IProcess | inline |
SGD enum value | HawkesGeneralKernel | |
triggeringkernels_ | HawkesGeneralKernel | protected |