Welcome to hawkeslib
hawkeslib started with the ambition of having a simple Python implementation
of plain-vanilla Hawkes (or self-exciting processes), i.e. those
with factorized triggering kernels with exponential decay functions.
The docs contain tutorials, examples and a detailed API reference.
For other examples, see the examples/ folder.
The following models are available:
- Univariate Hawkes Process (with exponential delay)
- Bayesian Univariate Hawkes Process (with exponential delay)
- Poisson Process
- 'Bayesian' Poisson process
Bayesian variants implement methods for sampling from the posterior as well as calculating marginal likelihood (e.g. for Bayesian model comparison).
Installation
Cython (>=0.28) and numpy (>=1.14) and scipy must be installed prior to the installation as
they are required for the build.
$ pip install -U Cython numpy scipy
$ pip install hawkeslib
1 maintainer
Metadata
1 maintainer
Release files for hawkeslib 0.2.2
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| hawkeslib-0.2.2.tar.gz | 17.7 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| hawkeslib-0.2.2-cp36-cp36m-macosx_10_13_x86_64.whl | CPython 3.6 | CPython 3.6 pymalloc | macOS 10.13+ x86-64 | Details |
Total release size: 200.6 kB
Release files / hawkeslib-0.2.2.tar.gz
| Download URL | hawkeslib-0.2.2.tar.gz |
|---|---|
| Size | 17.7 kB |
| Tags | Source |
|
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Release files / hawkeslib-0.2.2-cp36-cp36m-macosx_10_13_x86_64.whl
| Download URL | hawkeslib-0.2.2-cp36-cp36m-macosx_10_13_x86_64.whl |
|---|---|
| Size | 182.9 kB |
| Tags | CPython 3.6 CPython 3.6 pymalloc macOS 10.13+ x86-64 |
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Uploaded using Trusted Publishing? What is trusted publishing? |
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| Uploaded via |
twine/1.13.0 pkginfo/1.5.0.1 requests/2.21.0 setuptools/39.0.1 requests-toolbelt/0.9.1 tqdm/4.31.1 CPython/3.6.5
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