Code for our paper Fast Estimation of Causal Interactions using Wold Processes to appear at NIPS2018.
- Python version 3.5 or later
- C++
Python dependencies:
- Cython (0.26.1)
- matplotlib (2.1.0)
- numpy (1.13.3)
- pandas (0.21.0)
- scipy (1.0.0)
- tables (3.4.2)
- tick (0.3.0.0)
(Also available in requirements.txt)
To compile, run:
$ makeTo install as a module execute the following:
$ python setup.py install
Simple example on how to fit Granger-Busca on a dataset available in the file (requires jupyter notebook):
- Example Granger-Busca.ipynb
Other notebooks:
- Testing with data.ipynb -- Shows the model executing on a small subsample of memetracker data
- View data.ipynb -- Explores the memetracker results
The scripts used to extract results from the snap datasets are available in
the snap-baselines/ folder.