Struct Hawkes

pub struct Hawkes<T, K: Kernel> { /* private fields */ }

The Hawkes process is a self-exciting point process: the intensity process is stochastic and defined by $$ \lambda_t = \lambda_0(t) + \int_0^t g(t-s) dN_s $$ where $g$ is called the kernel of the Hawkes process.

Implementations

impl<T, K: Kernel> Hawkes<T, K>

pub fn get_kernel(&self) -> &K

Get Hawkes kernel object.

pub fn get_background(&self) -> &T

Get Hawkes background intensity.

impl Hawkes<PoissonProcess, PowerLawKernel>

pub fn new(alpha: f64, beta: f64, delta: f64, lambda0: f64) -> Self

Create a new power law Hawkes model instance.

impl Hawkes<PoissonProcess, ExpKernel>

pub fn new(alpha: f64, beta: f64, lambda0: f64) -> Self

impl<F> Hawkes<DeterministicBackground<F>, ExpKernel>

where F: Fn(f64) -> f64 + Send + Sync,

pub fn new(alpha: f64, beta: f64, func: F, max_lbda0: f64) -> Self

Trait Implementations

impl<T: Debug, K: Debug + Kernel> Debug for Hawkes<T, K>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<F> TemporalProcess for Hawkes<DeterministicBackground<F>, ExpKernel>

where F: Fn(f64) -> f64 + Send + Sync,

fn sample(&self, tmax: f64) -> TimeProcessResult

Sample a sequence of events of the process. Returns: event timestamps and intensity process.

fn batch_sample(&self, tmax: f64, num_batch: usize) -> Vec<TimeProcessResult>

where Self: Sync,

Batch-sample sequences from the model.