point-process-rust
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ManifoldFR
Simulation of point processes in the Rust programming language
Add lognormal Cox processes to the library. * Temporal ones where the log-intensity is a Gaussian process (first simple brownian motion) * Eventually spatial ones with the log-intensity being a...
Right now the only kind of Hawkes process that is implemented is the one-dimensional exponential kernel process. It could be enhanced by adapting the sampling algorithm to a multidimensional case.
I've been learning the ropes of python packages, particularly about how to deploy self contained binaries (manylinux). I can help you get this on pypi if you're interested.
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Simulation of point processes in the Rust programming language