This class implements the general Simulator based on Ogata's Thinning algorithm. More...

Inheritance diagram for OgataThinning:

Public Member Functions
	OgataThinning (const unsigned &num_dims)

virtual void	Simulate (IProcess &process, const std::vector< double > &vec_T, std::vector< Sequence > &sequences)

virtual void	Simulate (IProcess &process, const unsigned &n, const unsigned &num_sequences, std::vector< Sequence > &sequences)

virtual Event	SimulateNext (IProcess &process, const Sequence &data)

Detailed Description

This class implements the general Simulator based on Ogata's Thinning algorithm.

Definition at line 16 of file OgataThinning.h.

Constructor & Destructor Documentation

OgataThinning::OgataThinning ( const unsigned & num_dims )

inline

The constructor.

Parameters

[in] num_dims the number of dimension of the given point process.

Definition at line 42 of file OgataThinning.h.

void OgataThinning::Simulate	(	IProcess &	process,
		const std::vector< double > &	vec_T,
		std::vector< Sequence > &	sequences
	)

virtual

Simulates collection of sequences before the observation window in vec_T;

Parameters

[in]	process	the parameters of the specific process we are going to simulate from.
[in]	vec_T	the collection of obsrvation window before which we can simualte the events. The numbef of elements in vec_T determins how many sequences we want to simulate. Each element of vec_T is the observation window wrt the respetive sequence.
[out]	sequences	the simulated sequences. The number of elements in sequences is the same as that in vec_T;

Implements Simulator.

Definition at line 11 of file OgataThinning.cc.

void OgataThinning::Simulate	(	IProcess &	process,
		const unsigned &	n,
		const unsigned &	num_sequences,
		std::vector< Sequence > &	sequences
	)

virtual

Simulates collection of sequences, each of which has \(n\) events.

Parameters

process	the parameters of the specific process we are going to simulate from.
n	the number of events we are going to simualte in each sequence.
num_sequences	the number of sequence we are going to simulate.
sequences	the simulated sequences. The number of elements in sequences is the same as num_sequences.

Implements Simulator.

Definition at line 95 of file OgataThinning.cc.

Event OgataThinning::SimulateNext	(	IProcess &	process,
		const Sequence &	data
	)

virtual

Simulates the next single event.

Parameters

process	the parameters of the specific process we are going to simulate from.
data	the sequence of past events.

Implements Simulator.

Definition at line 174 of file OgataThinning.cc.

The documentation for this class was generated from the following files: