NHPoissonProcess
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 Serializabletrait Producttrait Equalsclass TimeVariateclass Variateclass Objecttrait Matchableclass AnyShow all
Members list
Value members
Concrete methods
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
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
Compute arrival times of the NHPP.
Compute arrival times of the NHPP.
Attributes
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
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
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
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
Reset the NHPP by resetting 'e' to zero.
Reset the NHPP by resetting 'e' to zero.
Attributes
Inherited methods
Attributes
- Inherited from:
- TimeVariate
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
Determine whether the distribution is discrete or continuous.
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
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
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
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
Attributes
- Inherited from:
- Product
Attributes
- Inherited from:
- Product
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
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
Attributes
- Inherited from:
- TimeVariate
Precompute the mean for the particular distribution.