Current development version of Hawkes process inference.
Directory aaai18 contains the code to run the experiments in
Christian R. Shelton, Zhen Qin, and Chandini Shetty Hawkes Process Inference with Missing Data AAAI 2018 http://www.cs.ucr.edu/~cshelton/papers/index.cgi?SheQinShe18
This code allows for inference over hidden labels: data in which for specified periods of time and labels, the events are unobserved (via MCMC sampling).
The code also provides maximum likelihood estimation of parameters (with missing data, via EM).