// 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()); }