tick.hawkes.
SimuInhomogeneousPoisson
(intensities_functions, end_time=None, max_jumps=None, seed=None, verbose=True)[source]¶Inhomogeneous Poisson process simulation
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
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
__init__
(intensities_functions, end_time=None, max_jumps=None, seed=None, verbose=True)[source]¶Initialize self. See help(type(self)) for accurate signature.
is_intensity_tracked
()¶Is intensity tracked thanks to track_intensity or not
reset
()¶Reset the process, so that is is ready for a brand new simulation
simulate
()¶Launch the simulation of data
threshold_negative_intensity
(allow=True)¶Threshold intensity to 0 if it becomes negative. This allows simulation with negative kernels
allow : bool
Flag to allow negative intensity thresholding
track_intensity
(intensity_track_step=-1)¶Activate the tracking of the intensity
intensity_track_step : float
If positive then the step the intensity vector is recorded every, otherwise, it is deactivated.
Notes
This method must be called before simulation
tick.hawkes.SimuInhomogeneousPoisson
¶