Code for hawkes model

1 files changed, 24 insertions, 0 deletions

diff --git a/hawkes/cause.py b/hawkes/cause.py
new file mode 100644
index 0000000..0cce9d2
--- /dev/null
+++ b/hawkes/cause.py
@@ -0,0 +1,24 @@
+from cPickle import load
+from math import exp
+
+
+def main(a):
+    lamb, alpha, mu = a
+    dr = 0
+    r = 0
+    for ((n1, t1), s) in event_edges.iteritems():
+        if not s:
+            dr += 1
+        if lamb > sum(alpha * w * mu * exp(-mu * (t1 - t2))
+                      for (n2, t2, w) in s):
+            r += 1
+    return lamb, alpha, mu, dr, r
+
+
+if __name__ == "__main__":
+    nodes, edges, events, event_edges = load(open("data.pickle", "rb"))
+    for i, line in enumerate(open("values-sorted.txt")):
+        if i > 100:
+            break
+        lamb, alpha, mu, v = map(float, line.strip().split())
+        print main((lamb, alpha, mu))