⚡ Bivariate Hawkes Process
Explore the model as parameters vary!
Parameters
Baseline intensities
μ₁
0.8
μ₂
1.2
Exponential decay
α
4.0
Interaction strengths
β₁₁
0.0
β₁₂
0.0
β₂₁
0.0
β₂₂
0.0
Control panel
↺ Reset Π¹ and Π²
Show Π¹ and Π²
Solid lines represent the intensities λ¹ and λ². Dotted lines show the baselines μ₁ and μ₂. Dots on the x-axis indicate event times. X-crosses (optional) indicate events of the dominant processes used for thinning.
More info in the
blogpost
.