gluonts.nursery.gmm_tpp.simulation module

gluonts.nursery.gmm_tpp.simulation.Hawkes(rng, background, kernel, xmin, xmax, N_max=1000000.0)[source]

requires int x kernel(x)<infty

gluonts.nursery.gmm_tpp.simulation.thinning_sampler(rng, lamb, xmin=0, lamb_min=1e-10)[source]

Ogata’s Thinning algorithm for time-varying exponential distribution with monotone-decreasing intensity function