Adding poisson_timer and brownian_motion to new csp.random module #56
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AdamGlustein
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…ownian Motion generator, with time-varying parameters and test cases Remove brownian_increments and replace with return_increments flag on brownian_motion node. Incorporate PR feedback Signed-off-by: Tim Paine <3105306+timkpaine@users.noreply.github.com>
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In order to write more convincing examples for more complex cases, we need a timer that ticks at irregular (pseudo-random) intervals. Furthermore, we also need something that ticks random floats and numpy arrays to simulate live data streams.
Rather than keep this code in the examples folder, I chose to put it in csp.random so that it could be more widely used by others for examples, testing or as a building block in csp applications. To illustrate real "Monte Carlo" simulation use cases of csp, I implemented the random timer as a proper Poisson process and the random array generator as a proper multi-dimensional Brownian Motion, each with time-varying input parameters (which is relatively easy in csp). These are the two most common building blocks for stochastic processes.