Esempio n. 1
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    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))
Esempio n. 2
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    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)