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Hi, I am trying to simulate a Hawkes Process using the python wrapper and since it contains some negative intensity kernels, the total intensity is sometimes going negative leading to this error:
---------------------------------------------------------------------------
RuntimeError Traceback (most recent call last)
<ipython-input-33-19fe5542c7ec> in <module>
2 if True:
3 hawkes.track_intensity(dt)
----> 4 hawkes.simulate()
5 timestamps = hawkes.timestamps
6
~/.local/lib/python3.6/site-packages/tick/base/simulation/simu.py in simulate(self)
89 """
90 self._start_simulation()
---> 91 result = self._simulate()
92 self._end_simulation()
93 return result
~/.local/lib/python3.6/site-packages/tick/hawkes/simulation/simu_hawkes.py in _simulate(self)
266 "really want to simulate it" % self.spectral_radius())
267
--> 268 SimuPointProcess._simulate(self)
269
270 def spectral_radius(self):
~/.local/lib/python3.6/site-packages/tick/hawkes/simulation/base/simu_point_process.py in _simulate(self)
159
160 elif self.end_time is not None and self.max_jumps is None:
--> 161 self._pp.simulate(float(self.end_time))
162
163 elif self.end_time is None and self.max_jumps is not None:
~/.local/lib/python3.6/site-packages/tick/hawkes/simulation/build/hawkes_simulation.py in simulate(self, *args)
124 simulate(PP self, double run_time, ulong n_points)
125 """
--> 126 return _hawkes_simulation.PP_simulate(self, *args)
127
128 def reset(self) -> "void":
RuntimeError: Simulation stopped because intensity went negative (you could call ``threshold_negative_intensity`` to allow it)
How can I set this boolean to True from the python wrapper? Any help is highly appreciated.
The text was updated successfully, but these errors were encountered:
Hi, I am trying to simulate a Hawkes Process using the python wrapper and since it contains some negative intensity kernels, the total intensity is sometimes going negative leading to this error:
How can I set this boolean to True from the python wrapper? Any help is highly appreciated.
The text was updated successfully, but these errors were encountered: