Multivariate History
#77
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Added the parameter `N` to history, indicating the number of marginal processes in the multivariate point process. Added methods to access the marginal histories and counts. Virtually no change in implementation was necessary for univariate processes to keep working as before.
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| append!(sim, sim_desc) | ||
| sort!(sim) | ||
| return History(; times=sim, tmin=tmin, tmax=tmax, check=false) | ||
| return History(sim, tmin, tmax, check_args=false) |
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| return History(sim, tmin, tmax, check_args=false) | |
| return History(sim, tmin, tmax; check_args=false) |
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| # Type parameter for `HawkesProcess` was NOT explicitly provided | ||
| function StatsAPI.fit(HP::Type{HawkesProcess}, h::History{H,M}; kwargs...) where {H<:Real,M} | ||
| function StatsAPI.fit(HP::Type{<:HawkesProcess}, h::UnivariateHistory{H,M}; kwargs...) where {H<:Real,M} |
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| function StatsAPI.fit(HP::Type{<:HawkesProcess}, h::UnivariateHistory{H,M}; kwargs...) where {H<:Real,M} | |
| function StatsAPI.fit( | |
| HP::Type{<:HawkesProcess}, h::UnivariateHistory{H,M}; kwargs... | |
| ) where {H<:Real,M} |
| end | ||
| end | ||
| end | ||
| function History{N}(times::Vector{<:Real}, tmin::Real, tmax::Real, marks::Vector, dims::Vector{<:Int}; check_args::Bool=true) where {N} |
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| function History{N}(times::Vector{<:Real}, tmin::Real, tmax::Real, marks::Vector, dims::Vector{<:Int}; check_args::Bool=true) where {N} | |
| function History{N}( | |
| times::Vector{<:Real}, | |
| tmin::Real, | |
| tmax::Real, | |
| marks::Vector, | |
| dims::Vector{<:Int}; | |
| check_args::Bool=true, | |
| ) where {N} |
| new{N,T,M,D}(times, tmin, tmax, marks, dims) | ||
| end | ||
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| function History{1}(times::Vector{<:Real}, tmin::Real, tmax::Real, marks::Vector, ::Any; check_args::Bool=true) |
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| function History{1}(times::Vector{<:Real}, tmin::Real, tmax::Real, marks::Vector, ::Any; check_args::Bool=true) | |
| function History{1}( | |
| times::Vector{<:Real}, | |
| tmin::Real, | |
| tmax::Real, | |
| marks::Vector, | |
| ::Any; | |
| check_args::Bool=true, | |
| ) |
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| (tmin, tmax), | ||
| "End of interval must be strictly larger than the start.", |
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| (tmin, tmax), | |
| "End of interval must be strictly larger than the start.", | |
| (tmin, tmax), "End of interval must be strictly larger than the start." |
| function event_marks(h::History, a, b) | ||
| imin = searchsortedfirst(h.times, a) | ||
| imax = searchsortedfirst(h.times, b) - 1 | ||
| return @view h.marks[imin: imax] |
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| return @view h.marks[imin: imax] | |
| return @view h.marks[imin:imax] |
| function event_dims(h::History, a, b) | ||
| imin = searchsortedfirst(h.times, a) | ||
| imax = searchsortedfirst(h.times, b) - 1 | ||
| return @view h.dims[imin: imax] |
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| return @view h.dims[imin: imax] | |
| return @view h.dims[imin:imax] |
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| nb_events(h::History{1}, a, b, ::Int) = nb_events(h, a ,b) | ||
| function nb_events(h::History{N}, a, b, d::Int) where {N} |
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| nb_events(h::History{1}, a, b, ::Int) = nb_events(h, a ,b) | |
| function nb_events(h::History{N}, a, b, d::Int) where {N} | |
| nb_events(h::History{1}, a, b, ::Int) = nb_events(h, a, b) | |
| function nb_events(h::History{N}, a, b, d::Int) where {N} |
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| (tmin, tmax), | ||
| "End of interval must be strictly larger than the start.", |
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[JuliaFormatter] reported by reviewdog 🐶
Suggested change
| (tmin, tmax), | |
| "End of interval must be strictly larger than the start.", | |
| (tmin, tmax), "End of interval must be strictly larger than the start." |
| throw(ArgumentError("All event dimensions must lie between 1 and N")) | ||
| end | ||
| end | ||
| end No newline at end of file |
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| end | |
| end | |
Codecov Report❌ Patch coverage is
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Edit: I just realized that the discussion about this PR is in Issue #73 |
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Added the parameter
Nto history, indicating the number of marginal processes in the multivariate point process. Added methods to access the marginal histories and counts.Virtually no change in implementation was necessary for univariate processes to keep working as before.