scalation.random

NHPoissonProcess

Related Doc: package random

case class NHPoissonProcess(lambda: VectorD, dt: Double = 1.0, stream: Int = 0) extends TimeVariate with Product with Serializable

This class generates arrival times according to a NHPoissonProces, an Non-Homogeneous Process Process (NHPP), where the arrival rate function 'lambda(t)' is piecewise constant. Rates are constant over basic time intervals of length 'dt'.

lambda

the vector of arrival rates

dt

the length the basic time intervals

stream

the random number stream

See also

http://en.wikipedia.org/wiki/Poisson_process#Non-homogeneous

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Serializable, Serializable, Product, Equals, TimeVariate, Variate, Error, AnyRef, Any
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  1. NHPoissonProcess
  2. Serializable
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  4. Product
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  7. Variate
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Instance Constructors

  1. new NHPoissonProcess(lambda: VectorD, dt: Double = 1.0, stream: Int = 0)

    lambda

    the vector of arrival rates

    dt

    the length the basic time intervals

    stream

    the random number stream

Value Members

  1. final def !=(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  4. val MAXFAC: Int

    Attributes
    protected
    Definition Classes
    TimeVariate
  5. var _discrete: Boolean

    Indicates whether the distribution is discrete or continuous (default)

    Indicates whether the distribution is discrete or continuous (default)

    Attributes
    protected
    Definition Classes
    Variate
  6. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  7. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  8. def count(a: Double, b: Double): Int

    Definition Classes
    TimeVariate
  9. def count(tt: Double): Int

    Comute the mean as a function of time.

    Comute the mean as a function of time.

    tt

    the time point for computing the mean

    Definition Classes
    TimeVariate
  10. def discrete: Boolean

    Determine whether the distribution is discrete or continuous.

    Determine whether the distribution is discrete or continuous.

    Definition Classes
    Variate
  11. val dt: Double

    the length the basic time intervals

  12. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  13. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  14. def flaw(method: String, message: String): Unit

    Show the flaw by printing the error message.

    Show the flaw by printing the error message.

    method

    the method where the error occurred

    message

    the error message

    Definition Classes
    Error
  15. def gen: Double

    Compute inter-arrival times of the NHPP.

    Compute inter-arrival times of the NHPP. tlast is a global variable.

    Definition Classes
    NHPoissonProcessVariate
  16. def genTime: Double

    Compute arrival times of the NHPP.

  17. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  18. def igen: Int

    Determine the next random integer for the particular distribution.

    Determine the next random integer for the particular distribution. It is only valid for discrete random variates.

    Definition Classes
    Variate
  19. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  20. val lambda: VectorD

    the vector of arrival rates

  21. val mean: Double

    Pre-compute the mean for the particular distribution.

    Pre-compute the mean for the particular distribution.

    Definition Classes
    TimeVariateVariate
  22. def meanF(tt: Double): Double

    Compute the mean as a function of time.

    Compute the mean as a function of time.

    tt

    the time point for computing the mean

    Definition Classes
    NHPoissonProcessTimeVariate
  23. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  24. final def notify(): Unit

    Definition Classes
    AnyRef
  25. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  26. def pf(k: Int, a: Double, b: Double): Double

    Compute the probability P[ (N(b) - N(a)) = k ].

    Compute the probability P[ (N(b) - N(a)) = k ].

    k

    the number of arrivals in interval [a,b]

    a

    the left end of the interval

    b

    the right end of the interval

    Definition Classes
    NHPoissonProcessTimeVariate
  27. def pf(k: Int, tt: Double): Double

    Compute the probability of k arrivals occurring in the time interval [0, tt].

    Compute the probability of k arrivals occurring in the time interval [0, tt].

    k

    the number of arrivals in the time interval

    tt

    the upper bound time value

    Definition Classes
    NHPoissonProcessTimeVariate
  28. def pf(k: Int): Double

    Compute the probability of k arrivals occurring in the time interval [0, t] where t is the current time.

    Compute the probability of k arrivals occurring in the time interval [0, t] where t is the current time.

    k

    the number of arrivals in the time interval

    Definition Classes
    NHPoissonProcessTimeVariate
  29. def pf(z: Double): Double

    Compute the probability function (pf): The probability density function (pdf) for continuous RV's or the probability mass function (pmf) for discrete RV's.

    Compute the probability function (pf): The probability density function (pdf) for continuous RV's or the probability mass function (pmf) for discrete RV's.

    z

    the mass point whose probability is sought

    Definition Classes
    TimeVariateVariate
  30. def pmf(k: Int = 0): Array[Double]

    Return the entire probability mass function (pmf) for finite discrete RV's.

    Return the entire probability mass function (pmf) for finite discrete RV's.

    k

    number of objects of the first type

    Definition Classes
    Variate
  31. val r: Random

    Random number stream selected by the stream number

    Random number stream selected by the stream number

    Attributes
    protected
    Definition Classes
    Variate
  32. def reset(): Unit

    Reset the NHPP by resetting e to zero.

    Reset the NHPP by resetting e to zero.

    Definition Classes
    NHPoissonProcessTimeVariate
  33. val stream: Int

    the random number stream

  34. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  35. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  36. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  37. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from TimeVariate

Inherited from Variate

Inherited from Error

Inherited from AnyRef

Inherited from Any

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