Struct PoissonProcess 

pub struct PoissonProcess {
    pub rate: f64,
}

Homogeneous Poisson process with constant rate lambda.

Fields

rate: f64

Events per unit time.

Implementations

impl PoissonProcess

pub fn new(rate: f64) -> Self

pub fn next_arrival(&self, rng: &mut Rng) -> f64

Generate the next inter-arrival time (exponential distribution). T ~ Exp(rate) => T = -ln(U) / rate

pub fn arrivals(&self, rng: &mut Rng, duration: f64) -> Vec<f64>

Generate all arrival times in [0, duration].

pub fn count(&self, duration: f64) -> PoissonDistribution

Count distribution: N(t) ~ Poisson(rate * t).

pub fn counting_path(&self, rng: &mut Rng, duration: f64) -> Vec<(f64, usize)>

Generate a counting process path: (time, count) pairs.

pub fn superpose(&self, other: &PoissonProcess) -> PoissonProcess

Superposition of two independent Poisson processes.

pub fn thin(&self, p: f64) -> PoissonProcess

Thin this process with probability p to get rate * p.