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Multidimensional Hawkes processes #2

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ManifoldFR opened this issue Nov 6, 2018 · 0 comments
Open

Multidimensional Hawkes processes #2

ManifoldFR opened this issue Nov 6, 2018 · 0 comments
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enhancement New feature or request new model

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@ManifoldFR
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Right now the only kind of Hawkes process that is implemented is the one-dimensional exponential kernel process. It could be enhanced by adapting the sampling algorithm to a multidimensional case.
@ManifoldFR ManifoldFR added the enhancement New feature or request label Nov 6, 2018
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