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Implemented interface for mark mark distribution#88

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JoseKling wants to merge 1 commit into
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Implemented interface for mark mark distribution#88
JoseKling wants to merge 1 commit into
mainfrom
marks

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@JoseKling
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The interface is implemented. Maybe the names can be improved.

What I implemented:

  • An AbstractMarkDistribution type for mark distributions different from the ones in Distributions.jl.
  • PointProcessMarkDistribution alias for Union{AbstractMarkDistribution,Distribution}.
  • The following methods as part of the common interface.
    • mark_distribution -> The distribution of marks at some time t and after history h.
    • sample_mark -> Sample from mark_distribution. Standard implementation assumes the result of mark_distribution has the method rand.
    • densityof -> for mark m at time t after history h. Standard implementation assumes result of mark_distribution has method densityof.
    • fit -> Fit the distribution to a history h. For processes whose event times are independent of the marks.
    • eltype -> Used to initialize empty histories. Standard implementation assumes result of mark_distribution has method eltype.

What is left

  • Add a "tutorial" on how to implement custom processes, explaining the common interface for point processes and mark distributions
  • Add new methods to docs. Some docstrings still missing.
  • Merge the main branch into this branch

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