Marcos Costa Santos Carreira

Latency for parametric kernels

2

For financial data, it would be useful to specify a latency, such that `HawkesKernelExp(intensity, decay, latency=0) `would be equal to $\phi\left(t\right)=\alpha\cdot\beta\cdot e^{-\beta\cdot (t-t_{0})}$ for $t>t_{0}$ since the triggering of a...

Add tick to conda-forge

2

Those of us who use the Anaconda distribution would benefit from managing tick within the conda environment: [https://conda-forge.org/#about](https://conda-forge.org/#about)

I really like the way plot_hawkes_kernel_norms formats the labels (the arrows and the subscript formatting), and I got used to the From Columns To Rows format. From what I see,...

Simulating a process with negative elements in the adjacency matrix: kernel_adjacency = np.array([[[0.1], [-0.05]], [[-0.02], [0.08]]]) kernel_decays = np.array([1.]) baseline = np.array([1., 0.9]) run_time = 10000 hawkes = SimuHawkesSumExpKernels( adjacency=kernel_adjacency,...

Thanks for the paper and package. Is there a way to suppress the INFO printouts when running run_single_round? Something like a verbose option? Thanks