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Fixed some bugs, improved efficiency in this version and several features have been added.
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.
Fixed some bugs, improved efficiency in this version and several features have been added.
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.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.