Module pointprocesses::timedependent

This module implements a set of time-dependent point processes, such as Poisson or Hawkes processes, on the real half-line [0,∞[.

Functions

hawkes_exponential	Simulate a time-dependent marked Hawkes process with an exponential kernel. This will borrow and consume the given jumps iterator, and will panic if it turns up empty. index 0: timestamps, index 1: intensity, index 2: marks
poisson_process	Simulate a homogeneous, constant-intensity Poisson process. index 0: timestamps
variable_poisson	Simulate a Poisson process with variable intensity.