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Multivariate History #77

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5 changes: 3 additions & 2 deletions src/PointProcesses.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -32,8 +32,9 @@ export HypothesisTest, pvalue # HypothesisTests

## History

export History
export event_times, event_marks, min_time, max_time, min_mark, max_mark
export History, UnivariateHistory
export event_times, event_marks, event_dims
export min_time, max_time, min_mark, max_mark, n_dims
export nb_events, has_events, duration
export time_change, split_into_chunks

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10 changes: 5 additions & 5 deletions src/hawkes/hawkes_process.jl
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Expand Up @@ -43,7 +43,7 @@ function simulate(rng::AbstractRNG, hp::HawkesProcess, tmin, tmax)
sim_desc = generate_descendants(rng, sim, tmax, hp.α, hp.ω) # Recursively generates descendants from first events
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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@github-actions github-actions bot Jan 14, 2026

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[JuliaFormatter] reported by reviewdog 🐶

Suggested change
return History(sim, tmin, tmax, check_args=false)
return History(sim, tmin, tmax; check_args=false)

end

"""
Expand Down Expand Up @@ -78,7 +78,7 @@ therefore, the interval of the process is transformed from T to N. Also, in equa
"""
function StatsAPI.fit(
::Type{HawkesProcess{T}},
h::History;
h::UnivariateHistory;
step_tol::Float64=1e-6,
max_iter::Int=1000,
rng::AbstractRNG=default_rng(),
Expand Down Expand Up @@ -149,12 +149,12 @@ function StatsAPI.fit(
end

# 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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[JuliaFormatter] reported by reviewdog 🐶

Suggested change
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}

T = promote_type(Float64, H)
return fit(HP{T}, h; kwargs...)
end

function time_change(h::History{R,M}, hp::HawkesProcess) where {R<:Real,M}
function time_change(h::UnivariateHistory{R,M}, hp::HawkesProcess) where {R<:Real,M}
T = float(R)
n = nb_events(h)
n == 0 && return History(T[], zero(T), T(hp.μ * duration(h)), event_marks(h))
Expand All @@ -178,7 +178,7 @@ function time_change(h::History{R,M}, hp::HawkesProcess) where {R<:Real,M}
times .+= T.(hp.μ .* (h.times .- h.tmin))
tmax += T(hp.μ * duration(h))

return History(; times=times, marks=h.marks, tmin=zero(T), tmax=tmax, check=false) # A time re-scaled process starts at t=0
return History(times, zero(T), tmax, event_marks(h); check_args=false) # A time re-scaled process starts at t=0
end

function ground_intensity(hp::HawkesProcess, h::History, t)
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