eulerfx · May 10, 2018 14:37 · May 10, 2018 · May 10, 2018 · May 10, 2018
diff --git a/poisson.fs b/poisson.fs
@@ -30,7 +30,6 @@ let ofDelays (delays:TimeSpan seq) : IObservable<DateTimeOffset> =
         setNext ()        
         disposable dispose }
 
-
 /// Returns a sequence of time spans which fillow an exponential distribution based on the
 /// specified rate parameter.
 let expInterArrivalSequence (ratePerSec:float) : TimeSpan seq = seq {

diff --git a/poisson.fs b/poisson.fs
@@ -24,13 +24,13 @@ let ofDelays (delays:TimeSpan seq) : IObservable<DateTimeOffset> =
             obs.OnError ex
             dispose ()
         let tick (_:obj) =
-          printfn "tick"
           obs.OnNext DateTimeOffset.UtcNow
           setNext ()
         timer <- new Timer(TimerCallback(tick))
         setNext ()        
         disposable dispose }
 
+
 /// Returns a sequence of time spans which fillow an exponential distribution based on the
 /// specified rate parameter.
 let expInterArrivalSequence (ratePerSec:float) : TimeSpan seq = seq {

diff --git a/poisson.fs b/poisson.fs
@@ -0,0 +1,47 @@
+open System
+open System.Threading
+
+let private disposable (dispose:unit -> unit) =
+  { new IDisposable with member __.Dispose () = dispose () }
+
+/// Creates an observable which triggers based on intervals specified by the input sequence.
+let ofDelays (delays:TimeSpan seq) : IObservable<DateTimeOffset> =
+  { new IObservable<_> with
+      member __.Subscribe obs =
+        let en = delays.GetEnumerator ()
+        let mutable timer : Timer = Unchecked.defaultof<_>
+        let dispose () =
+          if not (isNull timer) then timer.Dispose ()
+          en.Dispose ()
+        let setNext () =
+          try
+            if en.MoveNext () then
+              timer.Change (int en.Current.TotalMilliseconds, Timeout.Infinite) |> ignore
+            else
+              obs.OnCompleted ()
+              dispose ()
+          with ex ->
+            obs.OnError ex
+            dispose ()
+        let tick (_:obj) =
+          printfn "tick"
+          obs.OnNext DateTimeOffset.UtcNow
+          setNext ()
+        timer <- new Timer(TimerCallback(tick))
+        setNext ()        
+        disposable dispose }
+
+/// Returns a sequence of time spans which fillow an exponential distribution based on the
+/// specified rate parameter.
+let expInterArrivalSequence (ratePerSec:float) : TimeSpan seq = seq {
+  let rng = Random()
+  let delay () = -log (1.0 - rng.NextDouble ()) / ratePerSec
+  while true do
+    yield delay () |> TimeSpan.FromSeconds }
+
+/// Creates an event which triggers based on exponentially distributed intervals
+/// thereby simulating a poisson process.
+let poissonEvent (ratePerSec:float) : IObservable<DateTimeOffset> =
+  ratePerSec
+  |> expInterArrivalSequence
+  |> ofDelays
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