{"id":16499447,"url":"https://github.com/tpapp/hiddenpoisson.jl","last_synced_at":"2026-03-04T18:04:19.671Z","repository":{"id":55588554,"uuid":"87083230","full_name":"tpapp/HiddenPoisson.jl","owner":"tpapp","description":"Simulate a hidden state model in continuous time with Poisson shocks.","archived":false,"fork":false,"pushed_at":"2020-12-20T09:15:24.000Z","size":10,"stargazers_count":1,"open_issues_count":3,"forks_count":1,"subscribers_count":1,"default_branch":"master","last_synced_at":"2026-01-20T20:04:53.824Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"Julia","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"other","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/tpapp.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE.md","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2017-04-03T14:26:00.000Z","updated_at":"2019-06-14T01:46:04.000Z","dependencies_parsed_at":"2022-08-15T03:50:21.229Z","dependency_job_id":null,"html_url":"https://github.com/tpapp/HiddenPoisson.jl","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/tpapp/HiddenPoisson.jl","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FHiddenPoisson.jl","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FHiddenPoisson.jl/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FHiddenPoisson.jl/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FHiddenPoisson.jl/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/tpapp","download_url":"https://codeload.github.com/tpapp/HiddenPoisson.jl/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FHiddenPoisson.jl/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":30088348,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-03-04T15:40:14.053Z","status":"ssl_error","status_checked_at":"2026-03-04T15:40:13.655Z","response_time":59,"last_error":"SSL_read: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-10-11T14:52:56.124Z","updated_at":"2026-03-04T18:04:19.646Z","avatar_url":"https://github.com/tpapp.png","language":"Julia","funding_links":[],"categories":[],"sub_categories":[],"readme":"# HiddenPoisson\n\n[![Project Status: WIP - Initial development is in progress, but there has not yet been a stable, usable release suitable for the public.](http://www.repostatus.org/badges/latest/wip.svg)](http://www.repostatus.org/#wip)\n[![Build Status](https://travis-ci.org/tpapp/HiddenPoisson.jl.svg?branch=master)](https://travis-ci.org/tpapp/HiddenPoisson.jl)\n[![Coverage Status](https://coveralls.io/repos/tpapp/HiddenPoisson.jl/badge.svg?branch=master\u0026service=github)](https://coveralls.io/github/tpapp/HiddenPoisson.jl?branch=master)\n[![codecov.io](http://codecov.io/github/tpapp/HiddenPoisson.jl/coverage.svg?branch=master)](http://codecov.io/github/tpapp/HiddenPoisson.jl?branch=master)\n\n## Overview\n\nSimulate a hidden state model in continuous time with the following setup:\n\n1. Let `state` denote the hidden (unobserved) *state*. It can be an arbitrary Julia object, as long as the relevant methods are defined.\n2. The *model* parameters are packed into the `model` object.\n3. `transitions(model, state)` returns a vector of `Pair(λ, next_state)` elements. *Shocks* can happen at rates `λ` independently (competing Poisson processes), and then `next_state`, which is a function or a constant, is used to generate the next state.\n4. `observation(model, state)` is another (possibly stochastic) function for returning an observation for the hidden `state`.\n\nThe user needs to define a model structure, then\n```julia\nimport HiddenPoisson: transitions, observation\n```\nand then define these methods for the model structure. Then simulations are obtained using `next_observation` or `next_observations`. See the tests for examples.\n\n## How it works\n\nA `HiddenState` object keeps track of the time remaining until the next shock, and its value. Given a time interval `t`, new transitions are generated on demand until enough time has passed.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ftpapp%2Fhiddenpoisson.jl","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Ftpapp%2Fhiddenpoisson.jl","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ftpapp%2Fhiddenpoisson.jl/lists"}