Multivariate Point Process Package  0.1
PlainHawkes Member List

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

all_exp_kernel_recursive_sum_PlainHawkesprotected
all_timestamp_per_dimension_IProcessprotected
AssignDim(const Eigen::VectorXd &lambda)PlainHawkesprotected
BETA enum valuePlainHawkes
Beta_PlainHawkesprotected
fit(const std::vector< Sequence > &data, const OPTION &options)PlainHawkes
fit(const std::vector< Sequence > &data, const OPTION &options, const Eigen::VectorXd &trueparameters)PlainHawkes
GetNumDims()IProcessinline
GetParameters()IProcessinline
Gradient(const unsigned &k, Eigen::VectorXd &gradient)PlainHawkesvirtual
Initialize(const std::vector< Sequence > &data)PlainHawkesprotected
InitializeDimension(const std::vector< Sequence > &data)IProcessprotected
Intensity(const double &t, const Sequence &data, Eigen::VectorXd &intensity_dim)PlainHawkesvirtual
intensity_itegral_features_PlainHawkesprotected
IntensityIntegral(const double &lower, const double &upper, const Sequence &data)PlainHawkesvirtual
IntensityUpperBound(const double &t, const double &L, const Sequence &data, Eigen::VectorXd &intensity_upper_dim)PlainHawkesvirtual
IProcess(const unsigned &n, const unsigned &num_dims)IProcessinline
L1 enum valuePlainHawkes
L22 enum valuePlainHawkes
LAMBDA enum valuePlainHawkes
NegLoglikelihood(double &objvalue, Eigen::VectorXd &gradient)PlainHawkesvirtual
NONE enum valuePlainHawkes
NUCLEAR enum valuePlainHawkes
num_dims_IProcessprotected
num_sequences_PlainHawkesprotected
observation_window_T_PlainHawkesprotected
options_PlainHawkesprotected
OptMethod enum namePlainHawkes
parameters_IProcessprotected
PlainHawkes(const unsigned &n, const unsigned &num_dims, const Eigen::MatrixXd &Beta)PlainHawkesinline
PLBFGS enum valuePlainHawkes
PlotIntensityFunction(const Sequence &data)IProcess
PlotIntensityFunction(const Sequence &data, const unsigned &dim_id)IProcess
PredictNextEventTime(const Sequence &data, const unsigned &num_simulations)PlainHawkesvirtual
RegCoef enum namePlainHawkes
Regularizer enum namePlainHawkes
RestoreOptionToDefault()PlainHawkesprotected
RNG_PlainHawkesprotected
SetParameters(const Eigen::VectorXd &v)IProcessinline
SGD enum valuePlainHawkes
Simulate(const std::vector< double > &vec_T, std::vector< Sequence > &sequences)PlainHawkes
Simulate(const unsigned &n, const unsigned &num_sequences, std::vector< Sequence > &sequences)PlainHawkes
UpdateExpSum(double t, const Eigen::VectorXd &last_event_per_dim, Eigen::MatrixXd &expsum)PlainHawkesprotected