def test_simu_hawkes_multi_attrs(self):
"""...Test multiple simulations via SimuHawkesMulti vs. single Hawkes
See that multiple simulations has same attributes as a single Hawkes
simulation, but different results
"""
hawkes = SimuHawkes(kernels=self.kernels,
baseline=self.baseline,
end_time=10,
verbose=False,
seed=504)
multi = SimuHawkesMulti(hawkes, n_threads=4, n_simulations=10)
multi.simulate()
hawkes.simulate()
np.testing.assert_array_equal(hawkes.simulation_time,
multi.simulation_time)
np.testing.assert_array_equal(hawkes.n_nodes, multi.n_nodes)
np.testing.assert_array_equal(hawkes.end_time, multi.end_time)
np.testing.assert_array_equal(hawkes.max_jumps, multi.max_jumps)
np.testing.assert_array_equal(hawkes.spectral_radius(),
multi.spectral_radius)
self.assertTrue(
all(
np.array_equal(hawkes.mean_intensity(), np.array(x))
for x in multi.mean_intensity))
self.assertFalse(
np.array_equal(hawkes.n_total_jumps, multi.n_total_jumps))
def test_hawkes_mean_intensity(self):
"""...Test that Hawkes obtained mean intensity is consistent
"""
hawkes = SimuHawkes(kernels=self.kernels, baseline=self.baseline,
seed=308, end_time=300, verbose=False)
self.assertLess(hawkes.spectral_radius(), 1)
hawkes.track_intensity(0.01)
hawkes.simulate()
mean_intensity = hawkes.mean_intensity()
for i in range(hawkes.n_nodes):
self.assertAlmostEqual(np.mean(hawkes.tracked_intensity[i]),
mean_intensity[i], delta=0.3)