Changelog

Source: NEWS.md

emhawkes 0.9.7

CRAN release: 2023-02-02

Fixed some bugs

Breaking changes

• Flexible residual point process with self/mutually exciting and exponential decay model is available.

emhawkes 0.9.7

CRAN release: 2023-02-02

Fixed some bugs, improved efficiency in this version and several features have been added.

Breaking changes

• The lambda0 argument name used in previous versions has been changed to lambda_component0 in this version. This is to clearly indicate the meaning of the argument and to avoid confusion.

• The name of method vol is changed to hvol and this feature is currently experimental.

• The Vignette file contains more examples and explanations.

emhawkes 0.9.6

Fixed some bugs, improved efficiency in this version and several features have been added.

Breaking changes

• Slot eta is introduced which represents the constant part of impact.

• The concepts of rambda and rambda_component are introduced. They are closely related to the right-continuous version of the intensity process.

• For inference of intensity and goodness of fit, infer_lambda and residual_process functions are implemented.

• The method vol to measure the volatility is introduced and this feature is currently experimental.