hpp.event.times: Simulate homogeneous Poisson process event times

In poisson: Simulating Homogenous & Non-Homogenous Poisson Processes

Description

Randomly sample the num.events consecutive event times of a random homogeneous poisson process with given rate. Note: the rate parameter is often referred to as lambda.

Usage

hpp.event.times(rate, num.events, num.sims = 1, t0 = 0)

Arguments

rate	The rate at which events occur in the Poisson process, aka lambda
num.events	Number of event times to simulate in each process
num.sims	Number of simulated paths to create
t0	start time

Value

A numeric vector of length num.events if num.sims=1, else, a num.events by num.sims matrix

Author(s)

Kristian Brock - Author, Daniel Slade - Contributor

See Also

hpp.mean.event.times, hpp.scenario, nhpp.event.times

Examples

rate <- 10
target <- 50
hpp.event.times(rate, target)

Example output

 [1] 0.2495267 0.2926228 0.5814351 0.8039126 0.8955254 0.9081694 1.0100232
 [8] 1.0383649 1.1441976 1.2492714 1.7792260 1.8260469 2.1944558 2.2655096
[15] 2.2843178 2.3165747 2.3864605 2.3921917 2.4520336 3.0840745 3.0898489
[22] 3.1383334 3.5582973 3.6155255 3.7374883 3.7610148 4.0286892 4.1134989
[29] 4.1298150 4.2945518 4.3583439 4.4809735 4.5095569 4.5101689 4.5950679
[36] 4.8089256 5.3086900 5.3172616 5.3286079 5.5511101 5.6052434 5.7879497
[43] 5.8397207 5.9466668 6.0295339 6.1295454 6.1636374 6.2992103 6.3068006
[50] 6.3354687

poisson documentation built on May 2, 2019, 6:53 a.m.