Module pointprocesses::temporal

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

Re-exports

pub use traits::*;

pub use poisson::*;

pub use utils::simulate_brownian;

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.