NHPoissonProcess

scalation.random.NHPoissonProcess
case class NHPoissonProcess(lambda: VectorD, dt: Double, stream: Int) extends TimeVariate

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'.

Value parameters

dt

the length the basic time intervals

lambda

the vector of arrival rates

stream

the random number stream

Attributes

See also
Graph
Supertypes
trait Serializable
trait Product
trait Equals
class TimeVariate
class Variate
class Object
trait Matchable
class Any
Show all

Members list

Value members

Concrete methods

def gen: Double

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

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

Attributes

def gen1(z: Double): Double

Determine the next random number for the particular distribution. This version allows one paramater.

Determine the next random number for the particular distribution. This version allows one paramater.

Value parameters

z

the limit paramater

Attributes

def genTime: Double

Compute arrival times of the NHPP.

Compute arrival times of the NHPP.

Attributes

def meanF(tt: Double): Double

Compute the mean as a function of time.

Compute the mean as a function of time.

Value parameters

tt

the time point for computing the mean

Attributes

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.

Value parameters

k

the number of arrivals in the time interval

Attributes

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].

Value parameters

k

the number of arrivals in the time interval

tt

the upper bound time value

Attributes

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 ].

Value parameters

a

the left end of the interval

b

the right end of the interval

k

the number of arrivals in interval [a,b]

Attributes

def reset(): Unit

Reset the NHPP by resetting 'e' to zero.

Reset the NHPP by resetting 'e' to zero.

Attributes

Inherited methods

def count(a: Double, b: Double): Int

Attributes

Inherited from:
TimeVariate
def count(tt: Double): Int

Count then number of sample until the time exceeds tt.

Count then number of sample until the time exceeds tt.

Value parameters

tt

the time point

Attributes

Inherited from:
TimeVariate
def discrete: Boolean

Determine whether the distribution is discrete or continuous.

Determine whether the distribution is discrete or continuous.

Attributes

Inherited from:
Variate
def igen: Int

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

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

Attributes

Inherited from:
Variate
def igen1(z: Double): Int

Determine the next random integer for the particular distribution. It is only valid for discrete random variates. This version allows one parameter.

Determine the next random integer for the particular distribution. It is only valid for discrete random variates. This version allows one parameter.

Value parameters

z

the limit parameter

Attributes

Inherited from:
Variate
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.

Value parameters

z

the mass point whose probability is sought

Attributes

Inherited from:
TimeVariate
def pmf(k: Int): 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.

Value parameters

k

number of objects of the first type

Attributes

Inherited from:
Variate
def productElementNames: Iterator[String]

Attributes

Inherited from:
Product
def productIterator: Iterator[Any]

Attributes

Inherited from:
Product
def sgen: String

Determine the next random string for the particular distribution. For better random strings, overide this method.

Determine the next random string for the particular distribution. For better random strings, overide this method.

Attributes

Inherited from:
Variate
def sgen1(z: Double): String

Determine the next random string for the particular distribution. For better random strings, overide this method. This version allows one parameter.

Determine the next random string for the particular distribution. For better random strings, overide this method. This version allows one parameter.

Value parameters

z

the limit parameter

Attributes

Inherited from:
Variate

Inherited fields

protected val MAXFAC: Int

Attributes

Inherited from:
TimeVariate
val mean: Double

Precompute the mean for the particular distribution.

Precompute the mean for the particular distribution.

Attributes

Inherited from:
TimeVariate