tick.hawkes.
HawkesKernelExp
(intensity, decay)[source]¶Hawkes kernel with exponential decay
where \(\alpha\) is the intensity of the kernel and \(\beta\) its decay.
intensity : float
Intensity of the kernel, also noted \(\alpha\)
decay : float
Decay of the kernel, also noted \(\beta\)
get_norm
(n_steps=10000)¶Computes L1 norm
n_steps : int
number of steps used for integral discretization
Notes
By default it approximates Riemann sum with step-wise function. It might be overloaded if L1 norm closed formula exists
get_plot_support
()¶Returns support used to plot the kernel
get_support
()¶Returns the upperbound of the support
get_value
(t)¶Returns the value of the kernel at t
get_values
(t_values)¶Returns the value of the kernel for all times in t_values
is_zero
()¶Returns if this kernel is equal to 0