tick.hawkes.
HawkesKernelSumExp
(intensities, decays)[source]¶Hawkes kernel with sum exponential decays
where \(\alpha_u\) are the intensity of the kernel and \(\beta_u\) its decays.
intensities : np.ndarray
, shape = (n_decays, )
Intensity of the kernel, also noted \(\alpha\)
decays : np.ndarray
, shape = (n_decays, )
Decay of the kernel, also noted \(\beta\)
n_decays : int
Number of decays of the kernel, also noted \(U\)
__init__
(intensities, decays)[source]¶Initialize self. See help(type(self)) for accurate signature.
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
tick.hawkes.HawkesKernelSumExp
¶