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a python package for simulation and inference of Hawkes processeses

Project description


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


pip install hawkes



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


Takahiro Omi

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