gentime: Generating Irregularly spaced times

In iAR: Irregularly Observed Autoregressive Models

Generating Irregularly spaced times

Description

Function to generate irregularly spaced times from a mixture of exponential distributions.

Usage

gentime(
  n,
  distribution = "expmixture",
  lambda1 = 130,
  lambda2 = 6.5,
  p1 = 0.15,
  p2 = 0.85,
  a = 0,
  b = 1
)

Arguments

n	A positive integer. Length of observation times.
distribution	Distribution of the observation times that will be generated. Default value is "expmixture" for a mixture of exponential distributions. Alternative distributions are "uniform", "exponential" and "gamma".
lambda1	Mean (1/rate) of the exponential distribution or the first exponential distribution in a mixture of exponential distributions.
lambda2	Mean (1/rate) of the second exponential distribution in a mixture of exponential distributions.
p1	Weight of the first exponential distribution in a mixture of exponential distributions.
p2	Weight of the second exponential distribution in a mixture of exponential distributions.
a	Shape parameter of a gamma distribution or lower limit of the uniform distribution.
b	Scale parameter of a gamma distribution or upper limit of the uniform distribution.

Value

Array with irregularly spaced observations times

References

\insertRef

Eyheramendy_2018iAR

See Also

IARsample

Examples

st<-gentime(n=100)
st<-gentime(n=100,distribution="uniform")
st<-gentime(n=100,distribution="gamma",a=1,b=1)
st<-gentime(n=100,distribution="exponential",lambda1=1)

iAR documentation built on Nov. 25, 2022, 1:06 a.m.