screamer.js
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    Function HawkesIntensity

    • Conditional intensity of an exponential-kernel Hawkes process: lambda_t = mu + kappa_t.

      Parameters

      • decay: number = 0.9

        Exponential decay rate applied to the self-exciting kernel each step. Must be in (0, 1).

      • alpha: number = 1.0

        Excitation amplitude; scales how much each event raises the intensity.

      • mu: number = 0.0

        Baseline intensity (the unconditional floor).

      Returns ScreamerOp

      https://screamer.readthedocs.io/en/latest/ for the Python reference and full details.