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Commit c5f43847 authored by Bentriou Mahmoud's avatar Bentriou Mahmoud
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First commit with. Details the organization of the code.

Two folders:
- core/ which contains the essential files for the packages
- tests/ which contains tests and benchmarks of other packages / methods

For now on:
- we wrote minimal tests in tests/ (a simulation of SIR model) that should run for
a first minimal version of the package
- we described in core/ the general structure of essential
types, how they articulate each others and the minimum methods we should
implement for a first version that runs the tests.
parent 77973f23
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module MarkovProcesses
import Base: +, -, getfield, getindex
export Model, ContinuousTimeModel, DiscreteTimeModel
export simulate, set_param!, get_param
include("model.jl")
export Observations, AbstractTrajectory
export +,-,δ,get_obs_variables
include("observations.jl")
end
abstract type Model end
abstract type ContinuousTimeModel <: Model end
abstract type DiscreteTimeModel <: Model end
function check_consistency(m::Model) end
function simulate(m::Model, n::Int; bound::Real = Inf)::AbstractObservations end
function set_param!(m::Model, p::AbstractVector{Real})::Nothing end
function get_param(m::Model)::AbstractVector{Real} end
abstract type AbstractTrajectory end
ContinuousObservations = AbstractVector{AbstractTrajectory}
struct Trajectory <: AbstractTrajectory
m::ContinuousTimeModel
values::AbstractMatrix{Real}
times::AbstractMatrix{Real}
transitions::AbstractVector{Union{String,Missing,Nothing}}
end
struct ObservedTrajectory <: AbstractTrajectory
m::ContinuousTimeModel
values::AbstractMatrix{Real}
times::AbstractMatrix{Real}
end
function +(σ1::AbstractTrajectory,σ2::AbstractTrajectory) end
function -(σ1::AbstractTrajectory,σ2::AbstractTrajectory) end
function δ(σ1::AbstractTrajectory,t::Real) end
function get_obs_variables(σ::Trajectory) end
function get_obs_variables(σ::ObservedTrajectory) end
function get_values(σ::AbstractTrajectory, variable::String) end
function get_times(σ::AbstractTrajectory, variable::String) end
function getindex(σ::AbstractTrajectory, idx::String) end
using MarkovProcesses
import StaticArrays: SVector, SMatrix, @SMatrix
State = SVector{3, Int}
Parameters = SVector{2, Real}
d=3
dobs=1
k=2
dict=Dict("S" => 1, "I" => 2, "R" => 3)
l_name_param = ["ki", "kr"]
p = Parameters(0.0012, 0.05)
x0 = State(95, 5, 0)
function f(xn::State, p::Parameters, tn::Real)
a1 = p[1] * xn[1] * xn[2]
a2 = p[2] * xn[2]
l_a = SVector(a1, a2)
asum = sum(l_a)
# column-major order
l_nu = @SMatrix [-1.0 0.0;
1.0 -1.0;
0.0 1.0]
u1, u2 = rand(), rand()
tau = - log(u1) / asum
b_inf = 0.0
b_sup = a1
reaction = 0
for i = 1:2
if b_inf < asum*u2 < b_sup
reaction = i
break
end
b_inf += l_a[i]
b_sup += l_a[i+1]
end
nu = l_nu[:,reaction]
xnplus1 = State(xn[1]+nu[1], xn[2]+nu[2], xn[3]+nu[3])
tnplus1 = tn + tau
transition = "R$(reaction)"
return xnplus1
end
g = SVector(1)
# Gamma should be constructed automatically in the case of
#m = Model(d,dobs,k,dict,l_name,param,p,x0,f,g)
using MarkovProcesses
using PyPlot
include("models/sir.jl")
σ = simulate(SIR)
plt.figure()
plot(σ["S,times"], σ["S,values"])
plt.savefig("sim_sir.png")
plt.close()
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