pykelihood.kernels.

hawkes

hawkes(X, mu, alpha, theta)

Hawkes process with exponential kernel.

\[\lambda(t) = \mu + \alpha \cdot \sum_{t_i < t} \exp(-\theta (t - t_i))\]

Parameters:

• X (array-like) – Times of occurrence of events.

• mu (float) – Background constant intensity.

• alpha (float) – Infectivity of events.

• theta (float) – Decay term describing the decrease in intensity over time.

Returns:

Intensity function values at each time point.

Return type:

array-like