Multivariate Point Process Package  0.1
Public Member Functions | List of all members
TriggeringKernel Class Referenceabstract

TriggeringKernel defines a general triggering kernel object of Hawkes process. More...

#include "include/TriggeringKernel.h"

Inheritance diagram for TriggeringKernel:
ExpKernel PowerlawKernel RayleighKernel SineKernel

Public Member Functions

virtual double operator() (double t)=0
 
virtual double Integral (double from, double to)=0
 
virtual double Upper (double from, double duration)=0
 

Detailed Description

TriggeringKernel defines a general triggering kernel object of Hawkes process.

Definition at line 14 of file TriggeringKernel.h.

Member Function Documentation

virtual double TriggeringKernel::Integral ( double  from,
double  to 
)
pure virtual

Integral of the triggering kernel.

Parameters
[in]fromstart time of the integral.
[in]toend time of the integral.
Returns
the value of the integral.

Implemented in PowerlawKernel, ExpKernel, RayleighKernel, and SineKernel.

virtual double TriggeringKernel::operator() ( double  t)
pure virtual

Get the value of the triggering kernel at time \(t\).

Parameters
[in]ta given time
Returns
the triggering kernel value at time \(t\).

Implemented in PowerlawKernel, ExpKernel, RayleighKernel, and SineKernel.

virtual double TriggeringKernel::Upper ( double  from,
double  duration 
)
pure virtual

Upper bound of the triggering kernel in a given interval.

Parameters
fromstart time of the interval.
durationlength of the interval.
Returns
upper bound of the triggering kernel in the given interval.

Implemented in PowerlawKernel, ExpKernel, RayleighKernel, and SineKernel.

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