Multivariate Point Process Package  0.1
HawkesGeneralKernel Member List

This is the complete list of members for HawkesGeneralKernel, including all inherited members.

all_timestamp_per_dimension_IProcessprotected
arrayGHawkesGeneralKernelprotected
arrayKHawkesGeneralKernelprotected
fit(const std::vector< Sequence > &data, const OPTION &options)HawkesGeneralKernel
GetNumDims()IProcessinline
GetParameters()IProcessinline
Gradient(const unsigned &k, Eigen::VectorXd &gradient)HawkesGeneralKernelvirtual
HawkesGeneralKernel(const unsigned &n, const unsigned &num_dims, const std::vector< std::vector< TriggeringKernel * > > &triggeringkernels)HawkesGeneralKernelinline
Initialize(const std::vector< Sequence > &data)HawkesGeneralKernelprotected
InitializeDimension(const std::vector< Sequence > &data)IProcessprotected
Intensity(const double &t, const Sequence &data, Eigen::VectorXd &intensity_dim)HawkesGeneralKernelvirtual
IntensityIntegral(const double &lower, const double &upper, const Sequence &data)HawkesGeneralKernelvirtual
IntensityUpperBound(const double &t, const double &L, const Sequence &data, Eigen::VectorXd &intensity_upper_dim)HawkesGeneralKernelvirtual
IProcess(const unsigned &n, const unsigned &num_dims)IProcessinline
L1 enum valueHawkesGeneralKernel
L22 enum valueHawkesGeneralKernel
LAMBDA enum valueHawkesGeneralKernel
LAMBDA0 enum valueHawkesGeneralKernel
NegLoglikelihood(double &objvalue, Eigen::VectorXd &gradient)HawkesGeneralKernelvirtual
NONE enum valueHawkesGeneralKernel
NUCLEAR enum valueHawkesGeneralKernel
num_dims_IProcessprotected
num_sequences_HawkesGeneralKernelprotected
observation_window_T_HawkesGeneralKernelprotected
options_HawkesGeneralKernelprotected
OptMethod enum nameHawkesGeneralKernel
parameters_IProcessprotected
PLBFGS enum valueHawkesGeneralKernel
PlotIntensityFunction(const Sequence &data)IProcess
PlotIntensityFunction(const Sequence &data, const unsigned &dim_id)IProcess
PredictNextEventTime(const Sequence &data, const unsigned &num_simulations)HawkesGeneralKernelvirtual
RegCoef enum nameHawkesGeneralKernel
Regularizer enum nameHawkesGeneralKernel
RestoreOptionToDefault()HawkesGeneralKernelprotected
RNG_HawkesGeneralKernelprotected
SetParameters(const Eigen::VectorXd &v)IProcessinline
SGD enum valueHawkesGeneralKernel
triggeringkernels_HawkesGeneralKernelprotected