X-DataInitiative/tick

Plot convention question

Jbollenbacher opened this issue · 2 comments

The plots produced by plot_hawkes_kernels are ambiguous. Does a peak in kernel(0,1) indicate that events in node 0 precede events in node 1, or that events in node 1 precede events in node 0? There is no documentation of this convention, as far as I can tell.

For instance, in the below plot of results from a HawkesSumGaussians fit, I cant tell if 1 causes 0 or 0 causes 1. Which is it?

Thanks

Screen Shot 2021-04-27 at 5 50 00 PM

I'm assuming it follows the same convention as Phi_(i,j) here, but the documentation doesn't say so explicitly.

Bacry commented

Yes, Phi_(i,j) is the kernel that codes the influence of Past events on the jth component to present intensity of the ith component