Simulation of Marked Hawkes processes

[DaniMuzi]

Hi, and thank you for the tick package.

My impression is that it is not possible to simulate a marked Hawkes process. I have carefully been looking to the SimuHawkes class, and I can't really find a way to add marks to the simulation or to ask for a mark distribution to be sampled. Is my impression correct?

P.s. I haven't been looking with the same attention to SimuHawkesExpKernels and SumHawkesSumExpKernels but I need a power law kernel so they wouldn't help me that much.

[Mbompr]

Hi, Indeed, marked Hawkes process are not supported in tick yet. It is probably not too complicated to add this into the simulation tough. We welcome pull request if you would be interested in this, otherwise I don't see another way to simulate some with tick.

[MojtabaHayati]

I also need a package for marked hawkes processes parametric estimation. Are there any other packages or codes?

[Mbompr]

Sadly not that I am aware of. If you find one don't hesitate to mention it here.

[miketrimmel]

I would also highly need a tick implementation for a marked case. This mighty be a starting point but I´m not sure if it matches the criteria to be added to tick.

https://github.com/mossadnik/hawkes-process/tree/master/hawkes