atelier_quant 0.0.12

Quantitative Finance Tools & Models for the atelier-rs engine
Documentation 
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//! Homogeneous Poisson point-process model.
//!
//! This module provides:
//!
//! - [`PoissonProcess`] — simulation via inverse-CDF exponential
//!   interarrivals (see [`core`]).
//! - [`estimation`] — closed-form maximum-likelihood estimation,
//!   goodness-of-fit diagnostics (AIC / BIC), and time-rescaling
//!   residuals.
//! - [`errors`] — error types for invalid rate parameters.
//!
//! The Poisson process serves as the natural **null hypothesis** when
//! benchmarking self-exciting models such as Hawkes.

pub mod core;
pub use core::PoissonProcess;
pub mod errors;
pub mod estimation;