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.