Package for state-dependent Hawkes processes¶
The mpoints package is a machine learning tool that implements the class of state-dependent Hawkes processes. Its key features include both simulation and estimation (statistical inference). It also contains a module with specialised plotting services.
State-dependent Hawkes processes belong to the class of hybrid marked point processes, a class that models the arrival in time of random events and their interaction with the state of a system.
We strongly recommend to first read the tutorial. It contains an introduction to this statistical model and illustrates the main services offered by the mpoints package.