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Multivariate Point Process Package
0.1
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This is the complete list of members for LowRankHawkesProcess, including all inherited members.
| all_timestamp_per_dimension_ | IProcess | protected |
| beta_ | LowRankHawkesProcess | protected |
| event_intensity_features_ | LowRankHawkesProcess | protected |
| fit(const std::vector< Sequence > &data, const OPTION &options) | LowRankHawkesProcess | |
| fit(const std::vector< Sequence > &data, const LowRankHawkesProcess::OPTION &options, const Eigen::MatrixXd &TrueLambda0, const Eigen::MatrixXd &TrueAlpha) | LowRankHawkesProcess | |
| GetNumDims() | IProcess | inline |
| GetParameters() | IProcess | inline |
| Gradient(const unsigned &k, Eigen::VectorXd &gradient) | LowRankHawkesProcess | virtual |
| Ind2Vec(const unsigned &ind, unsigned &i, unsigned &j) | LowRankHawkesProcess | protected |
| Initialize(const std::vector< Sequence > &data) | LowRankHawkesProcess | protected |
| InitializeDimension(const std::vector< Sequence > &data) | IProcess | protected |
| integral_intensity_features_ | LowRankHawkesProcess | protected |
| Intensity(const double &t, const Sequence &data, Eigen::VectorXd &intensity_dim) | LowRankHawkesProcess | virtual |
| IntensityIntegral(const double &lower, const double &upper, const Sequence &data) | LowRankHawkesProcess | virtual |
| IntensityUpperBound(const double &t, const double &L, const Sequence &data, Eigen::VectorXd &intensity_upper_dim) | LowRankHawkesProcess | virtual |
| IProcess(const unsigned &n, const unsigned &num_dims) | IProcess | inline |
| LAMBDA enum value | LowRankHawkesProcess | |
| LAMBDA0 enum value | LowRankHawkesProcess | |
| LowRankHawkesProcess(const unsigned &num_rows, const unsigned &num_cols, const Eigen::VectorXd &beta) | LowRankHawkesProcess | inline |
| NegLoglikelihood(double &objvalue, Eigen::VectorXd &gradient) | LowRankHawkesProcess | virtual |
| num_cols_ | LowRankHawkesProcess | protected |
| num_dims_ | IProcess | protected |
| num_rows_ | LowRankHawkesProcess | protected |
| observation_window_T_ | LowRankHawkesProcess | protected |
| observed_idx_ | LowRankHawkesProcess | protected |
| options_ | LowRankHawkesProcess | protected |
| pair_event_map_ | LowRankHawkesProcess | protected |
| parameters_ | IProcess | protected |
| PlotIntensityFunction(const Sequence &data) | IProcess | |
| PlotIntensityFunction(const Sequence &data, const unsigned &dim_id) | IProcess | |
| PredictNextEventTime(const Sequence &data, const unsigned &num_simulations) | LowRankHawkesProcess | virtual |
| RegCoef enum name | LowRankHawkesProcess | |
| SetParameters(const Eigen::VectorXd &v) | IProcess | inline |
| Vec2Ind(const unsigned &i, const unsigned &j) | LowRankHawkesProcess | protected |
1.8.11
