slwu89

//
//  main.cpp
//  test2
//  a slightly less horrible logging class
//
//  Created by Sean Wu on 12/17/18.
//  Copyright © 2018 Sean Wu. All rights reserved.
//

/* ######################################################################

slwu89

/* standard includes */
#include <stdio.h>
#include <iostream>

/* hash-table */
#include <unordered_map>
#include <string> /* for keys */

class parameters {
public:

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# continuous time rate
R <- 1/5

# mean time to next event in continuous time
mean(rexp(n = 1e6,rate = R))

# get a discrete time rate to plug into Euler approximation of continuous time process
get_r <- function(R,dt){
  log(1 + R*dt) / dt
}

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# Simulation of NHPP (CTDE style)
# based on: https://freakonometrics.hypotheses.org/724
# analytical functions from Mathematica

rm(list=ls());gc()

# intensity function
lambda <- function(x){
  100*(sin(x*pi)+1)
}

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/* the "vals" part of R's rle (run-length encoding) */
Rcpp::IntegerVector rle_vals(const Rcpp::IntegerVector& x){

  int n = x.size();

  /* y */
  Rcpp::IntegerVector head = x[Rcpp::seq(1,n-1)];
  Rcpp::IntegerVector tail = x[Rcpp::seq(0,n-2)];
  Rcpp::LogicalVector y = head != tail;

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smooth_kernels <- function(distances, tol = .Machine$double.eps^0.75){

  d_ecdf <- stats::ecdf(distances)
  d_knots <- stats::knots(d_ecdf)

  d_pmf <- vapply(d_knots, function(x,tol){
    d_ecdf(x+.Machine$double.eps^0.75) - d_ecdf(x-.Machine$double.eps^0.75)
  }, numeric(1), tol = tol)
  
  # might want to check into isotonic regression here to force monotonic increasing fn for smooth CDF

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################################################################################
# Definition 4
################################################################################

norm_for_Lp <- function(x,p){
  dnorm(x = x,mean = p,sd = 1,log = FALSE)
}

Lp <- function(p){
  integrate(f = norm_for_Lp,lower = -Inf,upper = Inf,p=p)$value

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//
//  main.cpp
//  main_only_test
//
//  Created by Sean Wu on 7/24/18.
//  Copyright © 2018 Sean Wu. All rights reserved.
//

#include <iostream>
#include <memory>

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/*
 * still need to figure out how to more the lambda function into the class as a friend or something,
 * it will be annoying to write lambdas all over the code...
*/

#include <iostream>
#include <vector>
#include <memory>
#include <algorithm>

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// Example program
#include <iostream>
#include <string>

/* Release event */
template <typename T>
class release {
public:
    
  release(T x);  /* constructor */