vztdraw_intensity: Vectorized sampling from a zero-truncated non homogeneous...

In nhppp: Simulating Nonhomogeneous Poisson Point Processes

Vectorized sampling from a zero-truncated non homogeneous Poisson Point Process (NHPPP) from an interval (thinning method) with piecewise constant_majorizers

Description

Vectorized sampling from a zero-truncated non homogeneous Poisson Point Process (NHPPP) from an interval (thinning method) with piecewise constant_majorizers. The majorizers are step functions over equal-length time intevals.

Usage

vztdraw_intensity(
  lambda = NULL,
  lambda_args = NULL,
  Lambda_maj_matrix = NULL,
  lambda_maj_matrix = NULL,
  range_t = NULL,
  tol = 10^-6,
  atmost1 = FALSE,
  ...
)

Arguments

lambda	(function) a vectorized intensity function, with one or two arguments. The first is time. The optional second is a named list with additional arguments.
lambda_args	(list) optional list of named arguments for lambda()
Lambda_maj_matrix	(matrix) for the majorizeintegrated intensity rates at the end of each interval
lambda_maj_matrix	(matrix) intensity rates, one per interval
range_t	(vector, or matrix) t_min and t_max, possibly vectorized
tol	(scalar, double) tolerance for the number of events
atmost1	boolean, draw at most 1 event time
...	(any) other arguments (ignored – used for flexibility in calling from other functions)

Value

a matrix of event times (columns) per draw (rows) NAs are structural empty spots

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