Multivariate Point Process Package  0.1
Public Attributes | List of all members
HawkesLearningTriggeringKernel::OPTION Struct Reference

Options used to configure the fitting of the general Hawkes Process with learned triggering kernels. More...

#include <HawkesLearningTriggeringKernel.h>

Public Attributes

Regularizer base_intensity_regularizer
 
Regularizer excitation_regularizer
 
std::map< RegCoef, double > coefficients
 

Detailed Description

Options used to configure the fitting of the general Hawkes Process with learned triggering kernels.

Definition at line 71 of file HawkesLearningTriggeringKernel.h.

Member Data Documentation

Regularizer HawkesLearningTriggeringKernel::OPTION::base_intensity_regularizer

Type of regularization used for \(\|\boldsymbol{\lambda}_0\|\)

Definition at line 76 of file HawkesLearningTriggeringKernel.h.

std::map<RegCoef, double> HawkesLearningTriggeringKernel::OPTION::coefficients

Regularization coefficients value.

Definition at line 84 of file HawkesLearningTriggeringKernel.h.

Regularizer HawkesLearningTriggeringKernel::OPTION::excitation_regularizer

Type of regularization used for learning the triggering kernel

Definition at line 80 of file HawkesLearningTriggeringKernel.h.


The documentation for this struct was generated from the following file: