PtPack: The C++ Multivariate Temporal Point Process Package. PtPack is a C++ software library of high-dimensional temporal point processes. It aims to provide flexible modeling, learning, and inference of general multivariate temporal point processes to capture the latent dynamics governing the sheer volume of various temporal events arising from social networks, online media, financial trading, modern health-care, recommender systems, etc. Please check out the project site for more details and documents.
Keywords for this software
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Emmanuel Bacry, Martin Bompaire, Stéphane Gaïffas, Soren Poulsen: Tick: a Python library for statistical learning, with a particular emphasis on time-dependent modelling (2017) arXiv
- Hongteng Xu, Hongyuan Zha: THAP: A Matlab Toolkit for Learning with Hawkes Processes (2017) arXiv