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use super::traits::*;
use rand::prelude::*;
use rand_distr::{Uniform, Poisson, Distribution};
use ndarray::array;
use ndarray::prelude::*;
use ndarray_parallel::prelude::*;
use rayon::prelude::*;
pub struct PoissonProcess {
lambda: f64
}
impl PoissonProcess {
pub fn new(lambda: f64) -> Self {
PoissonProcess {
lambda
}
}
}
impl DeterministicIntensity for PoissonProcess {
fn intensity(&self, _t: f64) -> f64 {
self.lambda
}
}
pub struct VariablePoissonProcess<F>
where F: Fn(f64) -> f64 + Send + Sync
{
max_lambda: f64,
lambda: F
}
impl<F> DeterministicIntensity for VariablePoissonProcess<F>
where F: Fn(f64) -> f64 + Send + Sync
{
fn intensity(&self, t: f64) -> f64 {
(self.lambda)(t)
}
}
impl<F> VariablePoissonProcess<F>
where F: Fn(f64) -> f64 + Send + Sync
{
pub fn new(lambda: F, max_lambda: f64) -> Self {
VariablePoissonProcess {
max_lambda,
lambda
}
}
}
impl TemporalProcess for PoissonProcess {
fn sample(&self, tmax: f64) -> TimeProcessResult {
let lambda = self.lambda;
let mut rng = thread_rng();
let fish = Poisson::new(tmax * lambda).unwrap();
let num_events: u64 = fish.sample(&mut rng);
let num_events = num_events as usize;
let mut events_vec: Vec<_> = (0..num_events).into_par_iter()
.map(|_| {
let mut rng = thread_rng();
let u = Uniform::new(0.0, tmax);
u.sample(&mut rng)
}).collect();
events_vec.sort_by(|a, b| a.partial_cmp(b).unwrap());
let timestamps = Array1::<f64>::from_vec(events_vec);
let mut intensities = Array1::<f64>::zeros(num_events as usize);
for i in 0..num_events as usize {
intensities[i] = lambda;
}
TimeProcessResult {
timestamps, intensities
}
}
}
impl<F> TemporalProcess for VariablePoissonProcess<F>
where F: Fn(f64) -> f64 + Send + Sync
{
fn sample(&self, tmax: f64) -> TimeProcessResult {
let mut rng = thread_rng();
let max_lambda = self.max_lambda;
let lambda = &self.lambda;
let fish = Poisson::new(tmax*max_lambda).unwrap();
let num_events: u64 = fish.sample(&mut rng);
let num_events = num_events as usize;
let lambda = std::sync::Arc::from(lambda);
let mut events: Vec<Array1<f64>> = (0..num_events)
.into_par_iter().filter_map(|_| {
let mut rng = thread_rng();
let timestamp = rng.gen::<f64>()*tmax;
let lambda_val = rng.gen::<f64>()*max_lambda;
if lambda_val < lambda(timestamp) {
Some(array![timestamp, lambda(timestamp)])
} else {
None
}
}).collect();
events.sort_by(|a, b| a[0].partial_cmp(&b[0]).unwrap());
let num_events = events.len();
let mut timestamps = Array1::<f64>::zeros(num_events);
let mut intensities = Array1::<f64>::zeros(num_events);
if num_events > 0 {
for i in 0..num_events {
timestamps[i] = events[i][0];
intensities[i] = events[i][1];
}
}
TimeProcessResult { timestamps, intensities }
}
}