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.
The following is the result of R CMD check performed via devtools:check()
in local machine:
─ using R version 4.2.1 (2022-06-23 ucrt)\ ─ using platform: x86_64-w64-mingw32 (64-bit)\ ─ using session charset: UTF-8\ ─ using options '--no-manual --as-cran'
── R CMD check results ──────── emhawkes 0.9.7 ──── Duration: 2m 10.2s
0 errors ✔ \| 0 warnings ✔ \| 0 notes ✔
R CMD check succeeded
In addition, rhub::check_for_cran()
is also performed with the following summary:
## Test environments
## R CMD check results
❯ On windows-x86_64-devel (r-devel) checking for detritus in the temp directory ... NOTE Found the following files/directories: 'lastMiKTeXException'
❯ On fedora-clang-devel (r-devel) checking HTML version of manual ... NOTE Skipping checking HTML validation: no command 'tidy' found
0 errors ✔ \| 0 warnings ✔ \| 2 notes ✖
First, according to R-hub issue #503, this could be a bug in R-hub and can be disregarded.
Second note might also seem from the problem in R-hub test platform of Fedora issue #548.
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