nhpp.mean.event.times: Expected event times of a non-homogeneous Poisson process.

In poisson: Simulating Homogenous & Non-Homogenous Poisson Processes

Description

Calculate the expected event times of a non-homogeneous Poisson process.

Usage

nhpp.mean.event.times(rate, num.events, prob.func, max.time = 1000)

Arguments

rate	The rate at which events occur in the Poisson process, aka lambda
num.events	Observe mean event times at this many points
prob.func	aka intensity function, function that takes time as sole argument and returns value between 0 and 1
max.time	Maximum time value to use

Value

A vector of length num.events giving the expected times

Author(s)

Kristian Brock - Author, Daniel Slade - Contributor

See Also

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

Examples

intensity <- function(t) pmin(t/3, 1)
rate <- 10
nhpp.mean.event.times(rate, 50, prob.func = intensity)

Example output

 [1] 0.7746192 1.0954615 1.3416542 1.5491802 1.7320272 1.8973495 2.0493734
 [8] 2.1908612 2.3237557 2.4494536 2.5690103 2.6832461 2.7928136 2.8982421
[15] 2.9999976 3.0999976 3.1999976 3.2999976 3.3999976 3.4999976 3.5999976
[22] 3.6999976 3.7999976 3.8999976 3.9999976 4.0999976 4.1999976 4.2999976
[29] 4.3999976 4.4999976 4.5999976 4.6999976 4.7999976 4.8999976 4.9999976
[36] 5.0999976 5.1999976 5.2999976 5.3999976 5.4999976 5.5999976 5.6999976
[43] 5.7999976 5.8999976 5.9999976 6.0999976 6.1999976 6.2999976 6.3999976
[50] 6.4999976

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