Hawkes

a python package for simulation and inference (maximum likelihood estimation) of Hawkes processes.

Install

pip install hawkes

Tutorial

https://colab.research.google.com/github/omitakahiro/Hawkes/blob/master/notebooks/tutorial.ipynb

Feature

This package provides the following kernel functions:

• exponential function
• sum of multiple exponential functions
• power-law function
• non-parametric function

This package provides the following classes of a baseline intensity:

• constant baseline
• piecewise constant baseline model
• piecewise linear baseline model
• log-linear baseline model
• custom baseline function

Contact

Takahiro Omi
https://sites.google.com/view/omitakahiro/home-english
takahiro.omi.em[at]gmail.com