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extern crate rand;
pub mod event;
use rand::prelude::*;
use rand::distributions::Poisson;
use event::Event;
pub fn poisson_process(t: f64, lambda: f64) -> Vec<Event> {
let mut rng = thread_rng();
assert!(lambda >= 0.0);
let num_events = Poisson::new(lambda).sample(&mut rng);
let mut result = vec!();
for _ in 0..num_events {
let timestamp= t*random::<f64>();
result.push(Event::new(timestamp));
};
result
}
pub fn variable_poisson(t: f64, lambda: fn(f64) -> f64, max_lambda: f64) -> Vec<Event> {
let mut rng = thread_rng();
let num_events = Poisson::new(max_lambda*t).sample(&mut rng);
let mut result = vec!();
for _ in 0..num_events {
let timestamp = random::<f64>()*t;
let lambda_val = random::<f64>()*max_lambda;
if lambda_val < lambda(timestamp) {
let mut event = Event::new(timestamp);
event.add_intensity(lambda_val);
result.push(event);
}
}
result
}