// Simulate a WeeklyCyclePoissonProcess by thinning
PointProcess WP::simulate(RNG &rng, const DateTime &t0, const DateTime &t1,
std::function<Data *()> mark_generator) const {
PointProcess ans(t0, t1);
double max_rate = 0;
for (int d = 0; d < 7; ++d) {
for (int h = 0; h < 24; ++h) {
max_rate = std::max(max_rate, event_rate(DayNames(d), h));
}
}
double duration = t1 - t0;
int number_of_candidate_events = rpois_mt(rng, max_rate * duration);
Vector times(number_of_candidate_events);
for (int i = 0; i < number_of_candidate_events; ++i) {
times[i] = runif_mt(rng, 0, duration);
}
times.sort();
for (int i = 0; i < times.size(); ++i) {
DateTime cand = t0 + times[i];
double prob = event_rate(cand) / max_rate;
if (runif_mt(rng, 0, 1) < prob) {
Data *mark = mark_generator();
if (mark) {
ans.add_event(cand, Ptr<Data>(mark));
} else {
ans.add_event(cand);
}
}
}
return ans;
}
double rgeom_mt(BOOM::RNG & rng, double p)
{
if (ISNAN(p) || p <= 0 || p > 1) ML_ERR_return_NAN;
return rpois_mt(rng, exp_rand(rng) * ((1 - p) / p));
}
double PoissonModel::simdat(RNG &rng) const { return rpois_mt(rng, lam()); }
