Some simple IPython notebooks showing how to simulate Poisson processes, Hawkes processes, and marked Hawkes processes (which can be used as a model for spatial self-exciting processes).
I notice that GitHub can now render .ipynb
files natively, but for convenience, here are some links to nbviewer:
Additional files:
utils.py
Some simple plotting functions, off-loaded to avoid cluttering the notebooks too much.- Kernel Density Estimation