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