Simu.Cond.HR: Simulation of random variables from their conditional hazard...

Description Usage Arguments Author(s) See Also Examples

Description

This function computes simulations of random variables from their conditional hazard rate function.

Usage

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Simu.Cond.HR(N,lambda,x,verbose)

Arguments

N

number of simulations.

lambda

conditional hazard rate function (can be computed in a vector of times).

x

the hazard rate function of the simulations is lambda(x,.).

verbose

if TRUE, add a histogram of the simulations.

Author(s)

Romain Azais

See Also

Simu.HR

Examples

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# Simu.Cond.HR
example<-function(x,t){
	sqrt(sum(x^2))+t
}

# Simulations of 50 iid random variables with hazard rate=example given x=3
Simu.Cond.HR(50,example,3)

# Simulations of 50 iid random variables with hazard rate=example given x=0.5
# Simu.Cond.HR(50,example,0.5)

EstSimPDMP documentation built on May 2, 2019, 3:40 p.m.