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.