https://github.com/X-DataInitiative/tick
Revision 04dbb377b47783036a8343c6a61b60fc9f430dc3 authored by Claudio on 05 March 2023, 00:16:57 UTC, committed by GitHub on 05 March 2023, 00:16:57 UTC
* Hawkes EM qq plots - first commit * Hawkes EM qq plots - workings * HawkesEM - Compute time integral of intensities * HawkesEM - Time-changed interarrival * debugging * debugging * debugging * Update configure_env.sh and gtest.sh * HawkesEM gtest - ok till implicit abscissa * HawkesEM Gtest - pass till data with explicit abscissa * HawkesEM Gtest - pass till values with explicit abscissa * HawkesEM - Py unittest of fit method with simulated data * HawkesEM - test with simulated data * HawkesEM - basic unit tests for inter-arrival times * try get more python working on windows * Fix usage of threshold in _index_left and _t_left * Hawkes EM qq plots - first commit * Hawkes EM qq plots - workings * HawkesEM - Compute time integral of intensities * HawkesEM - Time-changed interarrival * debugging * debugging * debugging * Update configure_env.sh and gtest.sh * HawkesEM gtest - ok till implicit abscissa * HawkesEM Gtest - pass till data with explicit abscissa * HawkesEM Gtest - pass till values with explicit abscissa * HawkesEM - Py unittest of fit method with simulated data * HawkesEM - test with simulated data * HawkesEM - basic unit tests for inter-arrival times * Fix usage of threshold in _index_left and _t_left * Example - QQplot of simulated Hawkes process * Examples - QQ plot of Hawkes EM algo * TimeFunction - fix future max * HawkesEM test - test 3 rtol * HawkesKernelTiemFunc - get norm using time_func * Clean comments in hawkes em test] --------- Co-authored-by: dekken <philip.deegan@gmail.com> Co-authored-by: claudio <claudio.bellani01@gmail.com>
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Tip revision: 04dbb377b47783036a8343c6a61b60fc9f430dc3 authored by Claudio on 05 March 2023, 00:16:57 UTC
Goodness-of-fit diagnostics for Hawkes EM algorithm (#507)
Goodness-of-fit diagnostics for Hawkes EM algorithm (#507)
Tip revision: 04dbb37
| File | Mode | Size |
|---|---|---|
| .github | ||
| doc | ||
| examples | ||
| lib | ||
| sh | ||
| tick | ||
| tools | ||
| .gitignore | -rw-r--r-- | 783 bytes |
| .gitmodules | -rw-r--r-- | 113 bytes |
| .travis.yml.off | -rw-r--r-- | 1.7 KB |
| CONTRIBUTING.md | -rw-r--r-- | 1.2 KB |
| CONTRIBUTORS.md | -rw-r--r-- | 385 bytes |
| INSTALL.md | -rw-r--r-- | 7.1 KB |
| ISSUES.md | -rw-r--r-- | 60 bytes |
| LICENSE.txt | -rw-r--r-- | 1.5 KB |
| MANIFEST.in | -rw-r--r-- | 253 bytes |
| README.md | -rw-r--r-- | 5.9 KB |
| appveyor.yml | -rw-r--r-- | 1.2 KB |
| lgtm.yml | -rw-r--r-- | 794 bytes |
| requirements.txt | -rw-r--r-- | 67 bytes |
| setup.py | -rw-r--r-- | 30.9 KB |
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