R/vdraw_sc_step_regular.R

In nhppp: Simulating Nonhomogeneous Poisson Point Processes

#' Vectorized sampling from NHPPPs with piecewise constant intensities
#' with same interval lengths
#'
#' @description
#' Simulate a piecewise constant-rate Poisson Point Process over `(t_min, t_max]` (inversion method)
#' where the intervals have the same length (are "regular").
#'
#' @param Lambda_matrix (matrix) integrated intensity rates at the end of each interval
#' @param lambda_matrix (matrix) intensity rates, one per interval
#' @param rate_matrix_t_min (scalar | vector | column matrix) is the lower bound
#'        of the time interval for each row of (Lambda|lambda)_maj_matrix.
#'        The length of this argument is the number of point processes that should be drawn.
#' @param rate_matrix_t_max (scalar | vector | column matrix) the upper bound
#'        of the time interval for each row of (Lambda|lambda)_maj_matrix.
#'        The length of this argument is the number of point processes that should be drawn.
#' @param t_min (scalar | vector | column matrix) is the lower bound
#'        of a subinterval of (rate_matrix_t_min, rate_matrix_t_max]. If set,
#'        times are sampled from the subinterval.
#'        If omitted, it is equivalent to `rate_matrix_t_min`.
#' @param t_max (scalar | vector | column matrix) is the upper bound
#'        of a subinterval of (rate_matrix_t_min, rate_matrix_t_max]. If set,
#'        times are sampled from the subinterval.
#'        If omitted, it is equivalent to `rate_matrix_t_max`.
#' @param tol (scalar, double) tolerance for the number of events
#' @param atmost1 boolean, draw at most 1 event time
#' @param atmostB If not NULL, draw at most B (B>0) event times. NULL means ignore.
#' @param atleast1 boolean, draw at least 1 event time
#'
#' @return a vector of event times t
#'         if no events realize, it will have 0 length
#'
#' @examples
#' x <- vdraw_sc_step_regular(
#'   Lambda_matrix = matrix(1:5, nrow = 1),
#'   rate_matrix_t_min = 100,
#'   rate_matrix_t_max = 110,
#'   atmost1 = FALSE
#' )
#' @export
vdraw_sc_step_regular <- function(
    lambda_matrix = NULL,
    Lambda_matrix = NULL,
    rate_matrix_t_min = NULL,
    rate_matrix_t_max = NULL,
    t_min = NULL,
    t_max = NULL,
    tol = 10^-6,
    atmost1 = FALSE,
    atmostB = NULL,
    atleast1 = FALSE) {
  if (isFALSE(atleast1)) {
    return(
      vdraw_sc_step_regular_cpp(
        lambda_matrix = lambda_matrix,
        Lambda_matrix = Lambda_matrix,
        rate_matrix_t_min = rate_matrix_t_min,
        rate_matrix_t_max = rate_matrix_t_max,
        t_min = t_min,
        t_max = t_max,
        tol = tol,
        atmost1 = atmost1,
        atmostB = atmostB
      )
    )
  }
  if (isTRUE(atleast1)) {
    return(
      vztdraw_sc_step_regular_cpp(
        lambda_matrix = lambda_matrix,
        Lambda_matrix = Lambda_matrix,
        rate_matrix_t_min = rate_matrix_t_min,
        rate_matrix_t_max = rate_matrix_t_max,
        t_min = t_min,
        t_max = t_max,
        atmost1 = atmost1
      )
    )
  }
  stop("never here")
}