point-process-rust icon indicating copy to clipboard operation
point-process-rust copied to clipboard

Published 20 hours ago • verified publisher icon ManifoldFR

Multidimensional Hawkes processes

Open ManifoldFR opened this issue 6 years ago • 0 comments

Right now the only kind of Hawkes process that is implemented is the one-dimensional exponential kernel process. It could be enhanced by adapting the sampling algorithm to a multidimensional case.

ManifoldFR avatar Nov 06 '18 09:11 ManifoldFR