[−][src]Trait pointprocesses::temporal::traits::TemporalProcess

pub trait TemporalProcess {
    fn sample(&self, tmax: f64) -> TimeProcessResult;

    fn batch_sample(
        &self, 
        tmax: f64, 
        num_batch: usize
    ) -> Vec<TimeProcessResult>
    where
        Self: Sync,
    { ... }
}

Time-dependent point process model.

Required methods

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

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

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Provided methods

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

Batch-sample sequences from the model.

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Implementors

impl TemporalProcess for LognormalCox[src]

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

Algorithm: acceptance-rejection method Propose new event time, compute brownian increment, update intensity and accept/reject

impl TemporalProcess for PoissonProcess[src]

impl TemporalProcess for ExpHawkes[src]

impl<F> TemporalProcess for Hawkes<DeterministicBackground<F>, ExpKernel> where
    F: Fn(f64) -> f64 + Send + Sync, [src]

impl<F> TemporalProcess for VariablePoissonProcess<F> where
    F: Fn(f64) -> f64 + Send + Sync, [src]

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