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fadin 0.1.dev0 documentation
fadin 0.1.dev0 documentation
  • Model description
  • 1. Hawkes process
  • 2. Discretization and finite-support kernels
  • 3. FaDIn
  • 4. Kernels
  • Examples Gallery
    • FaDIn on simulated univariate Hawkes processes
    • FaDIn on simulated 2-d Hawkes processes
  • API Documentation
    • fadin.solver.FaDIn
    • fadin.kernels.DiscreteKernelFiniteSupport
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API Documentation¶

Solver¶

solver.FaDIn(n_dim, kernel[, init, ...])

Define the FaDIn framework for estimated Hawkes processes.

Finite-support Kernels¶

kernels.DiscreteKernelFiniteSupport(delta, ...)

A class for general discretized kernels with finite support.
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fadin.solver.FaDIn
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FaDIn on simulated 2-d Hawkes processes
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  • API Documentation
    • Solver
    • Finite-support Kernels