Package org.ojalgo.random.process
Class PoissonProcess
- java.lang.Object
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- org.ojalgo.random.process.AbstractProcess<D>
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- org.ojalgo.random.process.SingleValueBasedProcess<Poisson>
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- org.ojalgo.random.process.PoissonProcess
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- All Implemented Interfaces:
RandomProcess<Poisson>
public final class PoissonProcess extends SingleValueBasedProcess<Poisson>
A Poisson process is a stochastic process which counts the number of events in a given time interval. The time between each pair of consecutive events has an exponential distribution with parameter λ and each of these inter-arrival times is assumed to be independent of other inter-arrival times. The process is a good model of radioactive decay, telephone calls and requests for a particular document on a web server, among many other phenomena.
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Nested Class Summary
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Nested classes/interfaces inherited from interface org.ojalgo.random.process.RandomProcess
RandomProcess.SimulationResults
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Constructor Summary
Constructors Modifier Constructor Description protected
PoissonProcess(double rate)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description (package private) double
doStep(double stepSize, double normalisedRandomIncrement)
Poisson
getDistribution(double evaluationPoint)
(package private) double
getExpected(double stepSize)
(package private) double
getLowerConfidenceQuantile(double stepSize, double confidence)
(package private) double
getNormalisedRandomIncrement()
(package private) double
getStandardDeviation(double stepSize)
Exponential
getTimeBetweenConsecutiveEvents()
(package private) double
getUpperConfidenceQuantile(double stepSize, double confidence)
(package private) double
getVariance(double stepSize)
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Methods inherited from class org.ojalgo.random.process.SingleValueBasedProcess
getCurrentValue, setCurrentValue, simulate
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Methods inherited from class org.ojalgo.random.process.AbstractProcess
getExpected, getLowerConfidenceQuantile, getStandardDeviation, getUpperConfidenceQuantile, getVariance, step
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Field Detail
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GENERATOR
private static final Poisson GENERATOR
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myRate
private final double myRate
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Method Detail
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getDistribution
public Poisson getDistribution(double evaluationPoint)
- Parameters:
evaluationPoint
- How far into the future?- Returns:
- The distribution for the process value at that future time.
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getTimeBetweenConsecutiveEvents
public Exponential getTimeBetweenConsecutiveEvents()
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doStep
double doStep(double stepSize, double normalisedRandomIncrement)
- Specified by:
doStep
in classAbstractProcess<Poisson>
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getExpected
double getExpected(double stepSize)
- Specified by:
getExpected
in classAbstractProcess<Poisson>
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getLowerConfidenceQuantile
double getLowerConfidenceQuantile(double stepSize, double confidence)
- Specified by:
getLowerConfidenceQuantile
in classAbstractProcess<Poisson>
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getNormalisedRandomIncrement
double getNormalisedRandomIncrement()
- Specified by:
getNormalisedRandomIncrement
in classAbstractProcess<Poisson>
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getStandardDeviation
double getStandardDeviation(double stepSize)
- Specified by:
getStandardDeviation
in classAbstractProcess<Poisson>
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getUpperConfidenceQuantile
double getUpperConfidenceQuantile(double stepSize, double confidence)
- Specified by:
getUpperConfidenceQuantile
in classAbstractProcess<Poisson>
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getVariance
double getVariance(double stepSize)
- Specified by:
getVariance
in classAbstractProcess<Poisson>
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