Hello, I had a question about this line of code: t_i_k_minus_width. Should it be changed to t_i_k_minus_half_width instead? My reasoning is that, when computing the integral, we need to examine the range of [-H, +H]. Therefore, we should look for the next t_j_l value that occurs half the width before t_i_k.
https://github.com/X-DataInitiative/tick/blob/41879029a9e28a2fbe67b75c33bec2d4cc14cab5/lib/cpp/hawkes/inference/hawkes_cumulant.cpp#L29
Hello, I had a question about this line of code: t_i_k_minus_width. Should it be changed to t_i_k_minus_half_width instead? My reasoning is that, when computing the integral, we need to examine the range of [-H, +H]. Therefore, we should look for the next t_j_l value that occurs half the width before t_i_k.