https://github.com/manifoldfr/point-process-rust

Simulation of point processes in the Rust programming language
https://github.com/manifoldfr/point-process-rust

mathematical-modelling rust rust-lang

Last synced: 2 months ago
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Simulation of point processes in the Rust programming language

• Host: GitHub
• URL: https://github.com/manifoldfr/point-process-rust
• Owner: ManifoldFR
• License: mit
• Created: 2018-06-09T10:29:07.000Z (almost 7 years ago)
• Default Branch: master
• Last Pushed: 2023-02-04T18:31:56.000Z (over 2 years ago)
• Last Synced: 2024-10-12T16:46:09.178Z (7 months ago)
• Topics: mathematical-modelling, rust, rust-lang
• Language: Rust
• Homepage:
• Size: 2.95 MB
• Stars: 40
• Watchers: 1
• Forks: 3
• Open Issues: 4
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Point processes in Rust

[![Crates.io Status](https://img.shields.io/crates/v/point_process.svg)](https://crates.io/crates/point_process)

[![Docs](https://docs.rs/point_process/badge.svg)](https://docs.rs/point_process)

[![License](https://img.shields.io/badge/license-MIT-blue.svg)](https://raw.githubusercontent.com/ManifoldFR/point-process-rust/master/LICENSE)

[![Build Status](https://travis-ci.org/ManifoldFR/point-process-rust.svg?branch=master)](https://travis-ci.org/ManifoldFR/point-process-rust)

Point processes are stochastic processes with a wide range of applications in seismology, epidemiology, or financial mathematics. They are utilized to model the arrival of random events as a function of time.

![variablepoisson](lib/examples/images/poisson_oscillating.png)

This crate provides functions to simulate point processes in [Rust](https://rust-lang.org), built on top of [`ndarray`](https://github.com/bluss/ndarray). There is a Rust API available through the base crate as well as a Python library crate.

## Overview

### Time-dependent processes

The following time-dependent point processes have been implemented within the `temporal` module:

* Poisson point process (homogeneous and inhomogeneous, with custom function)

* Exponential-kernel Hawkes processes, using a linear-time simulation algorithm (both constant and variable background intensities supported)

![cos_bg_exphawkes](lib/examples/images/hawkes_exp_sine_bg.png)

### Spatial processes

![2dpoisson_circle](lib/examples/images/2d_poisson_circle.png)

The `generalized` module provides functions for higher-dimensional processes.

For now, only Poisson processes have been implemented.

### Estimators

The [`estimators`](./lib/src/estimators) module provides estimator routines for point process statistics such as the intensity.

![polyexp_poisson_estimation](lib/examples/images/poisson_poly_exp.png)

## Python package

An Python wrapper crate is available in the [`pylib`](./pylib) directory.

## Examples

Run the examples with for instance

```bash

cd lib/

cargo run --example variable_poisson

```

Some will produce SVG image files in the [`lib/examples`](./lib/examples) directory.

The examples show how to use the API.

They require the [`plotters` crate](`https://github.com/38/plotters`) for plotting.

## Building locally

To compile the Rust library, do

```bash

cd lib/

cargo build

```

To build the Python library,

```bash

cd pylib/

cargo build --release

```

**Warning** on macOS, you might need to add the following to `~/.cargo/config` (see [PyO3's README](https://github.com/PyO3/pyo3)):

```toml

[target.x86_64-apple-darwin]

rustflags = [

  "-C", "link-arg=-undefined",

  "-C", "link-arg=dynamic_lookup",

]

```

or linking with the C compiler will fail.

To compile both crates at the same time, just do

```

cargo build

```