nhppp: Simulating Nonhomogeneous Poisson Point Processes

Simulates events from one dimensional nonhomogeneous Poisson point processes (NHPPPs) as per Trikalinos and Sereda (2024, <doi:10.48550/arXiv.2402.00358>). Functions are based on three algorithms that provably sample from a target NHPPP: the time-transformation of a homogeneous Poisson process (of intensity one) via the inverse of the integrated intensity function (Cinlar E, "Theory of stochastic processes" (1975, ISBN:0486497996)); the generation of a Poisson number of order statistics from a fixed density function; and the thinning of a majorizing NHPPP via an acceptance-rejection scheme (Lewis PAW, Shedler, GS (1979) <doi:10.1002/nav.3800260304>).

Package details

AuthorThomas Trikalinos [aut, cre, cph] (<https://orcid.org/0000-0002-3990-1848>), Yuliia Sereda [aut] (<https://orcid.org/0000-0002-4017-4561>)
MaintainerThomas Trikalinos <thomas_trikalinos@brown.edu>
LicenseGPL (>= 3)
Version1.0.0
URL https://bladder-ca.github.io/nhppp/ https://github.com/bladder-ca/nhppp
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("nhppp")

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nhppp documentation built on Oct. 30, 2024, 9:28 a.m.