tick.hawkes.
HawkesKernelTimeFunc
(time_function=None, t_values=None, y_values=None)[source]¶Hawkes kernel defined by an arbitrary time function.
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 oftime_function
.
y_values : np.ndarray
shape=(n_points,)
values array used to build the time function. Might be given together with
t_values
instead oftime_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
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