tick.hawkes.HawkesKernelTimeFunc

class tick.hawkes.HawkesKernelTimeFunc(time_function=None, t_values=None, y_values=None)[source]

Hawkes kernel defined by an arbitrary time function.

Parameters

time_function : tick.base.TimeFunc

Time function defining the kernel.

t_values : np.ndarray shape=(n_points,)

time array used to build the time function. Might be given together with y_values instead of time_function.

y_values : np.ndarray shape=(n_points,)

values array used to build the time function. Might be given together with t_values instead of time_function.

__init__(time_function=None, t_values=None, y_values=None)[source]

Initialize self. See help(type(self)) for accurate signature.

get_norm(n_steps=10000)

Computes L1 norm

Parameters

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