Function pointprocesses::timedependent::hawkes_exponential[][src]

pub fn hawkes_exponential<T>(
    tmax: f64,
    decay: f64,
    lambda0: f64,
    jumps: &mut T
) -> Array2<f64> where
    T: Iterator<Item = f64>, 

Simulate a time-dependent marked Hawkes process with an exponential kernel. This will borrow and consume the given jumps iterator, and will panic if it turns up empty. index 0: timestamps, index 1: intensity, index 2: marks