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
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