Point processes in Rust

Point processes are useful statistical models used in fields such as seismology, telecommunications, epidemiology, financial mathematics. They help to model such things as the arrival of random events in time.

This crate provides functions to simulate point processes in the Rust programming language.

To run the examples, do for instance

cargo run --example variable_poisson

It will display a plot using gnuplot with SiegeLord's RustGnuplot.

On Windows (see issue here), running cargo run is broken. You can grab a plot with:

gnuplot -p < test.gnuplot

For now, only one-dimensional point processes have been implemented.

Are implemented:

• Poisson point process (homogeneous and inhomogeneous)
• Hawkes processes (see @DassiosZhao13)

The examples show how to use the API.