tick.hawkes.SimuHawkesMulti¶

class tick.hawkes.SimuHawkesMulti(hawkes_simu, n_simulations, n_threads=1)[source]¶

Parallel simulations of a single Hawkes simulation

The incoming Hawkes simulation is replicated by the number n_simulations. At simulation time, the replicated Hawkes processes are run in parallel on a number of threads specified by n_threads.

Attributes

hawkes_simu : ‘SimuHawkes’

The Hawkes simulation that is replicated and simulated in parallel

n_simulations : int

The number of times the Hawkes simulation is performed

n_threads : int, default=1

The number of threads used to run the Hawkes simulations. If this number is negative or zero, the number of threads is set to the number of system available CPU cores.

n_total_jumps : list of int

List of the total number of jumps simulated for each process

timestamps : list of list of np.ndarray, size=n_simulations, n_nodes

A list containing n_simulations lists of timestamps arrays, one for each process that is being simulated by this object.

end_time : list of float

List of the end time for each Hawkes process

max_jumps : list of int

List of the maximum number of jumps for each process

simulation_time : list of float

List of times each process has been simulated

n_nodes : list of int

List of the number of nodes of the Hawkes processes

spectral_radius : list of float

List of the spectral radii of the Hawkes processes

mean_intensity : list of float

List of the mean intensities of the Hawkes processes

__init__(hawkes_simu, n_simulations, n_threads=1)[source]¶: Initialize self. See help(type(self)) for accurate signature.

reseed_simulations(seed)[source]¶

Reseeds all simulations such that each simulation is started with a unique seed. The random selection of new seeds is seeded with the value given in ‘seed’.