tick.hawkes.SimuInhomogeneousPoisson¶

class tick.hawkes.SimuInhomogeneousPoisson(intensities_functions, end_time=None, max_jumps=None, seed=None, verbose=True)[source]¶

Inhomogeneous Poisson process simulation

Parameters:

intensities_functions : list`of `TimeFunction

The intensities functions of the inhomogeneous Poisson process

end_time : float, default=None

Time until which this point process will be simulated

max_jumps : int, default=None

Simulation will stop if this number of jumps in reached

seed : int, default = None

The seed of the random sampling. If it is None then a random seed (different at each run) will be chosen.

verbose : bool, default=True

If True, simulation information is printed

Attributes:

n_nodes : int

The number of nodes of the point process

end_time : float

Time until which this point process has been simulated

n_total_jumps : int

Total number of jumps simulated

timestamps : list of np.ndarray, size=n_nodes

A list of n_nodes timestamps arrays, each array containing the timestamps of all the jumps for this node

tracked_intensity : list[np.ndarray], size=n_nodes

A record of the intensity with which this point process has been simulated. Note: you must call track_intensity before simulation to record it

intensity_tracked_times : np.ndarray

The times at which intensity has been recorded. Note: you must call track_intensity before simulation to record it

intensity_track_step : float

Step with which the intensity has been recorded

Examples using tick.hawkes.SimuInhomogeneousPoisson¶