draw_intensity_step: 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 (t0, t_max) (thinning method) with piecewise constant_majorizer

Description

Sample NHPPP times using the thinning method

Usage

draw_intensity_step(lambda, majorizer_vector, time_breaks, atmost1 = FALSE)

Arguments

lambda	(function) the instantaneous rate of the NHPPP. A continuous function of time.
majorizer_vector	(scalar, double) K constant majorizing rates, one per interval
time_breaks	(vector, double) K+1 time points defining K intervals of constant rates: ⁠[t_1 = range_t[1], t_2)⁠: the first interval ⁠[t_k, t_{k+1})⁠: the k-th interval ⁠[t_{K}, t_{K+1} = range_t[2])⁠: the K-th (last) 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.