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Hi. When I pass in a decay matrix that contains negative entries to HawkesExpKern, no error is reported and fit() is also successful.
I'm wondering if the results (score, adjacency, baseline, etc.) I got in this case are sensible or corrupted?
The text was updated successfully, but these errors were encountered:
That really looks frightening, I have no idea if this is valid or not but definitely I didn't have this in mind while implementing the lib. Use it at your own risks!
Hi. When I pass in a
decay
matrix that contains negative entries to HawkesExpKern, no error is reported andfit()
is also successful.I'm wondering if the results (score, adjacency, baseline, etc.) I got in this case are sensible or corrupted?
The text was updated successfully, but these errors were encountered: