nhpp.lik: Non-homogeneous Poisson process likelihood

In poisson: Simulating Homogenous & Non-Homogenous Poisson Processes

Description

Get the likelihood of a rate parameter at a specific time for observed NHPP event times and given intensity function.

Usage

nhpp.lik(x, T1, rate, prob.func)

Arguments

x	a vector of HPP event times
T1	Calculate likelihood at this time
rate	the putative HPP event rate
prob.func	aka intensity function, function that takes time as sole argument and returns value between 0 and 1

Value

Returns a numerical value for the likelihood.

Author(s)

Kristian Brock - Author, Daniel Slade - Contributor

See Also

nhpp.mle, hpp.lik

Examples

intensity <- function(t) pmin(t/3, 1)
X = c(0.74, 1.50, 1.67, 2.01, 2.27)
nhpp.lik(X, T1 = 2.3, rate = 5, prob.func = intensity)
nhpp.lik(X, T1 = 2.3, rate = 6, prob.func = intensity)
nhpp.lik(X, T1 = 2.3, rate = 7, prob.func = intensity)
# 6 is the most likely of these three rates

Example output

[1] 0.280893
[1] 0.3108341
[1] 0.1999208

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