tick.hawkes.HawkesKernelPowerLaw¶

class tick.hawkes.HawkesKernelPowerLaw(multiplier, cutoff, exponent, support=-1, error=1e-05)[source]¶

Hawkes kernel for power law

\[\phi(t) = \phi(t) = \alpha (\delta + t)^{- \beta} 1_{t > 0}\]

Where \(\alpha\) is called the multiplier, delta the cut-off and \(\beta\) the exponent

Parameters:

multiplier : float

Multiplier of the kernel, also noted \(\alpha\)

cutoff : float

Cut-off of the kernel, also noted \(\delta\)

exponent : float

Exponent of the kernel, also noted \(\beta\)

Examples using tick.hawkes.HawkesKernelPowerLaw¶