QRM拟合标记点过程出错

Question

我想在R中使用QRM包来适应自激标记点过程模型，其中过程中每次到达的标记都会影响自激。当我使用fit.seMPP（）和mark.influence = TRUE从文档中运行示例代码时，出现以下错误：

require(QRM)
data(sp500)
l <- -returns(sp500)
lw <- window(l, start = "1995-12-31", end = end(l))
mod1 <- extremalPP(lw, ne = 100)
mod2b <- fit.seMPP(mod1, mark.influence = TRUE)

Error in SEprocExciteFunc(as.vector(anytimes), as.vector(times), as.vector(marks),  : 
  Expecting a single value: [extent=2].

github在https://github.com/cran/QRM，我看了一下文档，但没有帮助。不确定将C ++代码与Rcpp集成，使用错误的函数或其他原因是否与错误有关。以下是SEprocExciteFunc软件包中的代码：

// [[Rcpp::export]]
NumericVector SEprocExciteFunc(NumericVector anytimes, NumericVector times, NumericVector marks, double theta, int model)
{
  int i = 0, j = 0, n = anytimes.size(), nmarks = times.size();
  double thetime, delta = 0.0, rho = 0.0, tmp;
  NumericVector ans(n);

  if (model == 2L)
    /* Hawkes with mark influence */
    delta = theta + 1;
  if (model == 3L)
    /* ETAS without mark influence */
    rho = theta + 1;
  if (model == 4L){
    /* ETAS with mark influence */
    rho = theta + 1;
    delta = theta + 2;
  }

  while (i < n){
    tmp = 0.0;
    thetime = times[i];
    j = 0;
    while ((times[j] < thetime) & (j < nmarks)){
      if (model == 1L)
    tmp += contribH((thetime - times[j]), 0.0, theta, delta);
      if (model == 2L)
    tmp += contribH((thetime - times[j]), marks[j], theta, delta);
      if (model == 3L)
    tmp += contribE((thetime - times[j]), 0.0, theta, rho, delta);
      if (model == 4L)
    tmp += contribE((thetime - times[j]), marks[j], theta, rho, delta);
      j++;
    }
    ans[i] = tmp;
    i++;
  }
  return ans;
}

谢谢您的任何帮助。