draw_cumulative_intensity_orderstats: Simulate from a non homogeneous Poisson Point Process (NHPPP)...

In nhppp: Simulating Nonhomogeneous Poisson Point Processes

Simulate from a non homogeneous Poisson Point Process (NHPPP) from (t_min, t_max) (order statistics method)

Description

Sample NHPPP times using the order statistics method, optionally using an rstream generator object.

Usage

draw_cumulative_intensity_orderstats(
  Lambda,
  Lambda_inv,
  t_min,
  t_max,
  atmost1 = FALSE
)

Arguments

Lambda	(function, double vector) a continuous increasing R to R map which is the integrated rate of the NHPPP
Lambda_inv	(function, double vector) the inverse of Lambda()
t_min	(double) the lower bound of the time interval
t_max	(double) the upper bound of the time interval
atmost1	boolean, draw at most 1 event time

Value

a vector of event times (t_); if no events realize, a vector of length 0

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