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 NHPoissonProcess, an
Non-Homogeneous Process Process (NHPP), where the arrival rate function
'lambda(t)' is piece-wise 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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val
MAXFAC: Int
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var
_discrete: Boolean
Indicates whether the distribution is discrete or continuous (default)
Indicates whether the distribution is discrete or continuous (default)
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def
count(a: Double, b: Double): Int
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- TimeVariate
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def
count(tt: Double): Int
Compute the mean as a function of time.
Compute the mean as a function of time.
- tt
the time point for computing the mean
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- TimeVariate
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def
discrete: Boolean
Determine whether the distribution is discrete or continuous.
Determine whether the distribution is discrete or continuous.
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- Variate
- val dt: Double
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final
def
eq(arg0: AnyRef): Boolean
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finalize(): Unit
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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
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def
gen: Double
Compute inter-arrival times of the NHPP.
Compute inter-arrival times of the NHPP. 'tlast' is a global variable.
- Definition Classes
- NHPoissonProcess → Variate
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def
genTime: Double
Compute arrival times of the NHPP.
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final
def
getClass(): Class[_]
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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.
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final
def
isInstanceOf[T0]: Boolean
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- val lambda: VectorD
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val
mean: Double
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- TimeVariate → Variate
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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
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- NHPoissonProcess → TimeVariate
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final
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ne(arg0: AnyRef): Boolean
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final
def
notify(): Unit
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final
def
notifyAll(): Unit
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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
- NHPoissonProcess → TimeVariate
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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
- NHPoissonProcess → TimeVariate
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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
- NHPoissonProcess → TimeVariate
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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
- TimeVariate → Variate
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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
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val
r: Random
Random number stream selected by the stream number
Random number stream selected by the stream number
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def
reset(): Unit
Reset the NHPP by resetting 'e' to zero.
Reset the NHPP by resetting 'e' to zero.
- Definition Classes
- NHPoissonProcess → TimeVariate
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def
sgen: String
Determine the next random string for the particular distribution.
Determine the next random string for the particular distribution. For better random strings, overide this method.
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- Variate
- val stream: Int
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final
def
synchronized[T0](arg0: ⇒ T0): T0
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final
def
wait(): Unit
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def
wait(arg0: Long, arg1: Int): Unit
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wait(arg0: Long): Unit
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