Struct VariablePoissonProcess

pub struct VariablePoissonProcess<F>
where
    F: Fn(f64) -> f64 + Send + Sync,
{ /* private fields */ }

Poisson process with variable intensity. The average number of events between $t$ and $t+dt$ is $$ \mathbb{E}[ dN_t ] = \lambda(t) dt $$ where $\lambda(t)$ is a deterministic process.

Implementations

impl<F> VariablePoissonProcess<F>

where F: Fn(f64) -> f64 + Send + Sync,

pub fn new(func: F, max_lambda: f64) -> Self

pub fn get_max_lambda(&self) -> f64

Get the max_lambda upper bound on the intensity.

Trait Implementations

impl<F> Debug for VariablePoissonProcess<F>

where F: Fn(f64) -> f64 + Send + Sync + Debug,

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

Formats the value using the given formatter.

impl<F> DeterministicIntensity for VariablePoissonProcess<F>

where F: Fn(f64) -> f64 + Send + Sync,

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

impl<F> TemporalProcess for VariablePoissonProcess<F>

where F: Fn(f64) -> f64 + Send + Sync,

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.