Package org.ojalgo.random.process
Class PoissonProcess
- All Implemented Interfaces:
RandomProcess<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
Nested classes/interfaces inherited from interface org.ojalgo.random.process.RandomProcess
RandomProcess.SimulationResults
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Field Summary
Fields -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescription(package private) double
doStep
(double stepSize, double normalisedRandomIncrement) getDistribution
(double evaluationPoint) (package private) double
getExpected
(double stepSize) (package private) double
getLowerConfidenceQuantile
(double stepSize, double confidence) (package private) double
(package private) double
getStandardDeviation
(double stepSize) (package private) double
getUpperConfidenceQuantile
(double stepSize, double confidence) (package private) double
getVariance
(double stepSize) Methods inherited from class org.ojalgo.random.process.SingleValueBasedProcess
getCurrentValue, setCurrentValue, simulate
Methods inherited from class org.ojalgo.random.process.AbstractProcess
getExpected, getLowerConfidenceQuantile, getStandardDeviation, getUpperConfidenceQuantile, getVariance, step
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Field Details
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GENERATOR
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myRate
private final double myRate
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Constructor Details
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PoissonProcess
protected PoissonProcess(double rate)
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Method Details
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getDistribution
- Parameters:
evaluationPoint
- How far into the future?- Returns:
- The distribution for the process value at that future time.
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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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