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Learning about inhomogenous poisson processes (IHPP)

The purpose of this project is simply to familiarize myself with the inhomogenous poisson process.

In the end, I want to be able to fit an IHPP to a dataset and be able to validate the model.

To begin with, I'll explore fitting and validation methods of IHPP's to data which I know come from IHPP's by generating IHPP data using simulation.

To do:

  • Generalisera allt så att man enkelt kan köra processen på ett godtyckligt tidsintervall