Poisson (BETA)
Math Background
Soon...
Usage
Example #1
import {stochastic} from 'stochastic-js';
const n = 100;
const lambda = 1;
const {times, timesTotal, X, jumps} = stochastic.noises.poisson(n, lambda);
Example #2
import {stochastic} from 'stochastic-js';
const n = 100;
const lambda = 1;
// default comes from normal distribution, but it is possible to override
const jumps = number[]
const {times, timesTotal, X, jumps} = stochastic.noises.compoundPoisson(
n,
lambda,
);