get_step_majorizer: Piecewise constant (step) majorizer for K-Lipschitz functions...

In nhppp: Simulating Nonhomogeneous Poisson Point Processes

Piecewise constant (step) majorizer for K-Lipschitz functions over an interval (vectorized over the breaks argument).

Description

Return a piecewise constant (step) majorizer for K-Lipschitz functions over an interval. The function is vectorized over the breaks argument.

Usage

get_step_majorizer(fun, breaks, is_monotone = TRUE, K = 0)

Arguments

fun	A function object with a single argument x. If x is a matrix, fun should be vectorized over it.
breaks	(vector or matrix) The set of M+1 boundaries for the M subintervals in x. If breaks is a matrix, each row is treated as a separate set of breaks.
is_monotone	(boolean) Is the function monotone? (Default is TRUE.)
K	(double) A non-negative number for the Lipschitz cone. (Default is 0.)

Value

A vector of length M with the values of the piecewise constant majorizer

Examples

get_step_majorizer(fun = abs, breaks = -5:5, is_monotone = FALSE, K = 1)

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