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.