Versions in this module Expand all Collapse all v1 v1.63.0 Jul 15, 2025 Changes in this version + func GetIntensity(m MarkedHawkesProcess, t int64, params []TimedTuple) float64 + type MarkedHawkesProcess interface + GetAlpha func() float64 + GetBeta func() float64 + GetMu func() float64 + GetTimeScale func() float64 + MarkFunction func(params any) float64 + type MarkedHawkesProcessVP struct + func NewMarkedHawkesProcessVP(mu, alpha, beta, timeScale float64) *MarkedHawkesProcessVP + func (m *MarkedHawkesProcessVP) GetAlpha() float64 + func (m *MarkedHawkesProcessVP) GetBeta() float64 + func (m *MarkedHawkesProcessVP) GetMu() float64 + func (m *MarkedHawkesProcessVP) GetTimeScale() float64 + func (m *MarkedHawkesProcessVP) MarkFunction(params any) float64 + type TimedTuple struct + Params any + Time int64 + type VolumePriceData struct + Price float64 + Volume float64
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