tick.hawkes
tick.linear_model
tick.robust
tick.survival
tick.prox
prox
tick.solver
solver
tick.simulation
tick.plot
tick.dataset
tick.preprocessing
tick.metrics
tick
How to use tick in practise?
Fit Hawkes on finance data¶
Cox regression data simulation¶
Binary classification with logistic regression¶
Inhomogeneous Poisson process simulation¶
Fit sparse and low rank adjacency matrix with Hawkes ADM4¶
Comparison of solvers for Poisson regression¶
Fit Hawkes with asynchronous causality¶
Fit Hawkes power law kernels¶
Fit Hawkes random kernels¶
Examples of proximal operators¶
Precision vs speed tradeoff¶
Linear models data simulation¶
Hawkes simulation with exotic kernels¶
Fit Hawkes kernel norms using cumulants¶
Automatic step choice¶
Robust linear model example¶
Asynchronous stochastic solver¶
Logistic regression comparison: scikit-learn versus tick¶
Simulate Hawkes process with non constant baseline¶
Fit exotic Hawkes kernels¶
Hawkes process with non constant baseline¶
Linear regression in two dimensions¶
Plot estimated intensity of Hawkes processes and assess goodness of fit via QQ plots¶
Generalized linear models solver convergence¶
ConvSCCS cross validation on simulated longitudinal features example¶