Module ojalgo

Package org.ojalgo.random.process

Class PoissonProcess

java.lang.Object

org.ojalgo.random.process.AbstractProcess<D>

org.ojalgo.random.process.SingleValueBasedProcess<Poisson>

org.ojalgo.random.process.PoissonProcess

All Implemented Interfaces:

RandomProcess<Poisson>

public final class PoissonProcess
extends SingleValueBasedProcess<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.

Nested Class Summary

Nested classes/interfaces inherited from interface org.ojalgo.random.process.RandomProcess

RandomProcess.SimulationResults

Field Summary

Fields

Modifier and Type	Field	Description
private static Poisson	GENERATOR
private double	myRate

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	PoissonProcess(double rate)

Method Summary

Modifier and Type	Method	Description
(package private) double	doStep(double stepSize, double normalisedRandomIncrement)
Poisson	getDistribution(double evaluationPoint)
(package private) double	getExpected(double stepSize)
(package private) double	getLowerConfidenceQuantile(double stepSize, double confidence)
(package private) double	getNormalisedRandomIncrement()
(package private) double	getStandardDeviation(double stepSize)
Exponential	getTimeBetweenConsecutiveEvents()
(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

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

GENERATOR

private static final Poisson GENERATOR

myRate

private final double myRate

Constructor Detail

PoissonProcess

protected PoissonProcess(double rate)

Method Detail

getDistribution

public Poisson getDistribution(double evaluationPoint)

Parameters:

evaluationPoint - How far into the future?

Returns:

The distribution for the process value at that future time.

getTimeBetweenConsecutiveEvents

public Exponential getTimeBetweenConsecutiveEvents()

doStep

double doStep(double stepSize,
              double normalisedRandomIncrement)

Specified by:

doStep in class AbstractProcess<Poisson>

getExpected

double getExpected(double stepSize)

Specified by:

getExpected in class AbstractProcess<Poisson>

getLowerConfidenceQuantile

double getLowerConfidenceQuantile(double stepSize,
                                  double confidence)

Specified by:

getLowerConfidenceQuantile in class AbstractProcess<Poisson>

getNormalisedRandomIncrement

double getNormalisedRandomIncrement()

Specified by:

getNormalisedRandomIncrement in class AbstractProcess<Poisson>

getStandardDeviation

double getStandardDeviation(double stepSize)

Specified by:

getStandardDeviation in class AbstractProcess<Poisson>

getUpperConfidenceQuantile

double getUpperConfidenceQuantile(double stepSize,
                                  double confidence)

Specified by:

getUpperConfidenceQuantile in class AbstractProcess<Poisson>

getVariance

double getVariance(double stepSize)

Specified by:

getVariance in class AbstractProcess<Poisson>