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Kernel

market_model::process::hawkes

Trait Kernel 

Source 
pub trait Kernel:
    Clone
    + Send
    + Sync {
    // Required method
    fn call(&self, t: f64) -> f64;

    // Provided methods
    fn supports_recursive_intensity(&self) -> bool { ... }
    fn decay_rate(&self) -> f64 { ... }
    fn excitation_size(&self) -> f64 { ... }
}
Expand description

Trait for Hawkes kernel functions.

Required Methods§

Source

fn call(&self, t: f64) -> f64

Provided Methods§

Source

fn supports_recursive_intensity(&self) -> bool

Whether this kernel admits an O(1) recursive intensity update. Only exponential kernels (phi(t) = alpha * exp(-beta * t)) support this.

Source

fn decay_rate(&self) -> f64

Decay rate beta such that intensity decays as exp(-beta * dt) toward mu. Only meaningful when supports_recursive_intensity() is true.

Source

fn excitation_size(&self) -> f64

Excitation jump size added to intensity on each arrival. Only meaningful when supports_recursive_intensity() is true.

Dyn Compatibility§

This trait is not dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors§