point_process 0.1.3

A crate for simulating random point processes.
Documentation 
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# Point processes in Rust


[![Crates.io Status](https://img.shields.io/crates/v/point_process.svg)](https://crates.io/crates/point_process)
[![License](https://img.shields.io/badge/license-MIT-blue.svg)](https://raw.githubusercontent.com/ManifoldFR/point-process-rust/master/LICENSE)

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.

![variablepoisson](coverimg.png)

This crate provides functions to simulate point processes in the [Rust programming language](https://rust-lang.org).

To run the examples, do for instance

```bash
cargo run --example variable_poisson
```

It will display a plot using [gnuplot](http://www.gnuplot.info/) with SiegeLord's [RustGnuplot](https://github.com/SiegeLord/RustGnuplot).

On Windows (see [issue here](https://github.com/SiegeLord/RustGnuplot#29)), running `cargo run` is broken. You can grab a plot with:

```bash
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.

[@DassiosZhao13]: http://eprints.lse.ac.uk/51370/1/Dassios_exact_simulation_hawkes.pdf "Exact simulation of Hawkes process with exponentially decaying intensity"