Module temporal

*Temporal point processes *on the real half-line $[0,\infty[$, such as Poisson or *Hawkes processes.

Re-exports

pub use utils::simulate_brownian;

pub use traits::*;

pub use poisson::*;

Modules

cox

hawkes

Implements the Hawkes self-exciting jump process.

poisson

Poisson processes.

traits

utils

Functions

hawkes_exponential

Simulate a Hawkes process with an exponential kernel and constant background intensity.

poisson_process

Simulate a Poisson process with constant intensity $\lambda$.

variable_poisson

Simulate a Poisson process with variable intensity.