X-DataInitiative / tick

Module for statistical learning, with a particular emphasis on time-dependent modelling
https://x-datainitiative.github.io/tick/
BSD 3-Clause "New" or "Revised" License
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Hakes processes - random time change and QQ plots #497

Closed claudio-ICL closed 1 year ago

claudio-ICL commented 1 year ago

Compute compensators of a multidimensional Hawkes process, defined as the integrals in time of its conditional intensity function. Use the Random Time Change Theorem to assess goodness of fit and draw QQ plots.

lgtm-com[bot] commented 1 year ago

This pull request introduces 1 alert when merging 5fafb82af95939a6b6c55aa6edb446ded0deef47 into bbc561804eb1fdcb4c71b9e3e2d83a66e7b13a48 - view on LGTM.com

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lgtm-com[bot] commented 1 year ago

This pull request introduces 1 alert when merging 7a3e6a8b953cf723419396551354b6b7f289ea7c into bbc561804eb1fdcb4c71b9e3e2d83a66e7b13a48 - view on LGTM.com

new alerts:

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Mbompr commented 1 year ago

Great PR overall, thanks ! Few comments (compared to the PR size), most are minor

PhilipDeegan commented 1 year ago

Great PR overall, thanks ! Few comments (compared to the PR size), most are minor

I expect you haven't published your comments @Mbompr as I don't see them.

claudio-ICL commented 1 year ago

@Mbompr I don't see your comments either... happy to implement any suggestions you might have!

lgtm-com[bot] commented 1 year ago

This pull request introduces 5 alerts when merging 4cfb167dc8f14ee1126c7e0e7e1b2a8d7babb6ae into bbc561804eb1fdcb4c71b9e3e2d83a66e7b13a48 - view on LGTM.com

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lgtm-com[bot] commented 1 year ago

This pull request introduces 5 alerts when merging e65f527c012d33eb0c9af06a62eada46a4deb5d7 into bbc561804eb1fdcb4c71b9e3e2d83a66e7b13a48 - view on LGTM.com

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