Struct PoissonProcess

pub struct PoissonProcess { /* private fields */ }

Homogeneous, constant intensity Poisson process. The intensity of the process is given by the average number of events between two instants: $$ \lambda = \lim_{h\to 0} \frac{\mathbb E[N_{t+h} - N_t]}{h} $$

Implementations

impl PoissonProcess

pub fn new(lambda: f64) -> Self

Trait Implementations

impl Debug for PoissonProcess

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl DeterministicIntensity for PoissonProcess

fn intensity(&self, _t: f64) -> f64

impl TemporalProcess for PoissonProcess

fn sample(&self, tmax: f64) -> TimeProcessResult

Sample a sequence of events of the process. Returns: event timestamps and intensity process.

fn batch_sample(&self, tmax: f64, num_batch: usize) -> Vec<TimeProcessResult>

where Self: Sync,

Batch-sample sequences from the model.