1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41

/*!
 *This module implements a set of temporal point processes
 *on the real half-line [0,∞[, such as Poisson or
 *Hawkes processes.
 */
pub mod traits;
pub mod poisson;
pub mod cox;
pub mod hawkes;
pub mod utils;

/// Reexport traits 
pub use traits::*;

use poisson::*;

use ndarray::prelude::*;


pub fn poisson_process(tmax: f64, lambda: f64) -> Array1<f64>
{
    let process = PoissonProcess::new(lambda);
    process.sample(tmax).timestamps
}

/// Simulate a Poisson process with variable intensity.
pub fn variable_poisson<F>(tmax: f64, lambda: &F, max_lambda: f64) -> TimeProcessResult
where F: Fn(f64) -> f64 + Send + Sync
{
    let process = VariablePoissonProcess::new(lambda, max_lambda);
    let result = process.sample(tmax);
    result
}

/// Simulate a time-dependent marked Hawkes process with an exponential kernel.
pub fn hawkes_exponential(tmax: f64, alpha: f64, beta: f64, lambda0: f64) -> TimeProcessResult
{
    use hawkes::ExpHawkes;
    let model: ExpHawkes = ExpHawkes::new(alpha, beta, lambda0);
    model.sample(tmax)
}