Simulate and estimate state-dependent Hawkes processes.
The mpoints package
mpoints package is a machine learning tool that implements the class of state-dependent Hawkes processes.
Its key features include both simulation and estimation (statistical inference).
It also contains a module with specialised plotting services.
State-dependent Hawkes processes belong to the class of hybrid marked point processes, a class that models the arrival in time of random events and their interaction with the state of a system.
We strongly recommend to first read the tutorial.
It contains an introduction to this statistical model and illustrates the main services offered by the
For additional mathematical details, please consult the documentation and the references.
The package can be easily installed via
pip, a popular package management system for Python. In the terminal, simply enter the following command.
pip install mpoints
If you are using virtual environments (with conda), make sure that you install the package in the intended environment.
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