phenomena

package
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 Go to latest Published: Apr 27, 2024 License: MIT Imports: 9 Imported by: 1

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Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func FractionalBrownianMotionIntegral 

func FractionalBrownianMotionIntegral(
	currentTime float64,
	nextTime float64,
	hurstExponent float64,
	numberOfIntegrationSteps int,
) float64

FractionalBrownianMotionIntegral computes the integral term in the fractional Brownian motion process defined here: https://en.wikipedia.org/wiki/Fractional_Brownian_motion

Types

type CompoundPoissonProcessIteration 

type CompoundPoissonProcessIteration struct {
	JumpDist CompoundPoissonProcessJumpDistribution
	// contains filtered or unexported fields
}

CompoundPoissonProcessIteration defines an iteration for a compound Poisson process.

func (*CompoundPoissonProcessIteration) Configure 

func (c *CompoundPoissonProcessIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*CompoundPoissonProcessIteration) Iterate 

func (c *CompoundPoissonProcessIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type CompoundPoissonProcessJumpDistribution 

type CompoundPoissonProcessJumpDistribution interface {
	NewJump(params *simulator.OtherParams, stateElement int) float64
}

CompoundPoissonProcessJumpDistribution defines the interface that must be implemented to provide a distribution to generate new 'jumps' from in the compound Poisson process.

type CoxProcessIteration 

type CoxProcessIteration struct {
	// contains filtered or unexported fields
}

CoxProcessIteration defines an iteration for a Cox process.

func (*CoxProcessIteration) Configure 

func (c *CoxProcessIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*CoxProcessIteration) Iterate 

func (c *CoxProcessIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type DriftDiffusionIteration 

type DriftDiffusionIteration struct {
	// contains filtered or unexported fields
}

DriftDiffusionIteration defines an iteration for any general drift-diffusion process.

func (*DriftDiffusionIteration) Configure 

func (d *DriftDiffusionIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*DriftDiffusionIteration) Iterate 

func (d *DriftDiffusionIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type FractionalBrownianMotionIteration 

type FractionalBrownianMotionIteration struct {
	// contains filtered or unexported fields
}

FractionalBrownianMotionIteration defines an iteration for fractional Brownian motion.

func (*FractionalBrownianMotionIteration) Configure 

func (f *FractionalBrownianMotionIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*FractionalBrownianMotionIteration) Iterate 

func (f *FractionalBrownianMotionIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type GeometricBrownianMotionIteration 

type GeometricBrownianMotionIteration struct {
	// contains filtered or unexported fields
}

GeometricBrownianMotionIteration defines an iteration for a simple geometric Brownian motion.

func (*GeometricBrownianMotionIteration) Configure 

func (g *GeometricBrownianMotionIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*GeometricBrownianMotionIteration) Iterate 

func (g *GeometricBrownianMotionIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type HawkesProcessIntensityIteration 

type HawkesProcessIntensityIteration struct {
	// contains filtered or unexported fields
}

HawkesProcessIntensityIteration an iteration for a Hawkes process self-exciting intensity function.

func NewHawkesProcessIntensityIteration 

func NewHawkesProcessIntensityIteration(
	excitingKernel kernels.IntegrationKernel,
	hawkesPartitionIndex int,
) *HawkesProcessIntensityIteration

NewHawkesProcessIntensityIteration creates a new HawkesProcessIntensityIteration given a partition index for the Hawkes process itself.

func (*HawkesProcessIntensityIteration) Configure 

func (h *HawkesProcessIntensityIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*HawkesProcessIntensityIteration) Iterate 

func (h *HawkesProcessIntensityIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type HawkesProcessIteration 

type HawkesProcessIteration struct {
	// contains filtered or unexported fields
}

HawkesProcessIteration defines an iteration for a Hawkes process.

func (*HawkesProcessIteration) Configure 

func (h *HawkesProcessIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*HawkesProcessIteration) Iterate 

func (h *HawkesProcessIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type HistogramNodeIteration 

type HistogramNodeIteration struct {
}

HistogramNodeIteration collects the frequencies of states being occupied by all of the specified connected partitions over the latest step in the state history.

func (*HistogramNodeIteration) Configure 

func (h *HistogramNodeIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*HistogramNodeIteration) Iterate 

func (h *HistogramNodeIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type HistogramPipelineStageIteration 

type HistogramPipelineStageIteration struct {
	// contains filtered or unexported fields
}

HistogramPipelineStageIteration evolves a table of object counts as its state as well as both checking for objects entering and indicating that objects are leaving this stage for another one.

func (*HistogramPipelineStageIteration) Configure 

func (h *HistogramPipelineStageIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*HistogramPipelineStageIteration) Iterate 

func (h *HistogramPipelineStageIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type OrnsteinUhlenbeckIteration 

type OrnsteinUhlenbeckIteration struct {
	// contains filtered or unexported fields
}

OrnsteinUhlenbeckIteration defines an iteration for an Ornstein-Uhlenbeck process.

func (*OrnsteinUhlenbeckIteration) Configure 

func (o *OrnsteinUhlenbeckIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*OrnsteinUhlenbeckIteration) Iterate 

func (o *OrnsteinUhlenbeckIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type PoissonProcessIteration 

type PoissonProcessIteration struct {
	// contains filtered or unexported fields
}

PoissonProcessIteration defines an iteration for a simple Poisson process.

func (*PoissonProcessIteration) Configure 

func (p *PoissonProcessIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*PoissonProcessIteration) Iterate 

func (p *PoissonProcessIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type StateTransitionIteration 

type StateTransitionIteration struct {
	// contains filtered or unexported fields
}

StateTransitionIteration is essentially a state machine which transitions between states according to the event rate parameters.

func (*StateTransitionIteration) Configure 

func (s *StateTransitionIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*StateTransitionIteration) Iterate 

func (s *StateTransitionIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type WeightedMeanIteration 

type WeightedMeanIteration struct {
}

WeightedMeanIteration computed the weighted sample average for each state vector element across all of the neighbouring partitions.

func (*WeightedMeanIteration) Configure 

func (w *WeightedMeanIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*WeightedMeanIteration) Iterate 

func (w *WeightedMeanIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type WeightedWindowedCovarianceIteration 

type WeightedWindowedCovarianceIteration struct {
	Kernel kernels.IntegrationKernel
	// contains filtered or unexported fields
}

WeightedWindowedCovarianceIteration computes the rolling windowed weighted covariance estimate of values specified by another partition using a mean vector also specified by another partition.

func (*WeightedWindowedCovarianceIteration) Configure 

func (w *WeightedWindowedCovarianceIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*WeightedWindowedCovarianceIteration) Iterate 

func (w *WeightedWindowedCovarianceIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type WeightedWindowedMeanIteration 

type WeightedWindowedMeanIteration struct {
	Kernel kernels.IntegrationKernel
	// contains filtered or unexported fields
}

WeightedWindowedMeanIteration computes the rolling windowed weighted average of values specified by another partition.

func (*WeightedWindowedMeanIteration) Configure 

func (w *WeightedWindowedMeanIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*WeightedWindowedMeanIteration) Iterate 

func (w *WeightedWindowedMeanIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

type WienerProcessIteration 

type WienerProcessIteration struct {
	// contains filtered or unexported fields
}

WienerProcessIteration defines an iteration for a simple Wiener process.

func (*WienerProcessIteration) Configure 

func (w *WienerProcessIteration) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*WienerProcessIteration) Iterate 

func (w *WienerProcessIteration) Iterate(
	params *simulator.OtherParams,
	partitionIndex int,
	stateHistories []*simulator.StateHistory,
	timestepsHistory *simulator.CumulativeTimestepsHistory,
) []float64

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