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a python package for simulation and inference of Hawkes processeses

Project description

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

Project details


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Source Distribution

hawkes-1.0.0.tar.gz (12.9 kB view hashes)

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