nhpp.mle: Get the maximum-likelihood rate parameter of an NHPP...

In poisson: Simulating Homogenous & Non-Homogenous Poisson Processes

Description

Get the maximum-likelihood rate parameter for given NHPP event times.

Usage

nhpp.mle(x, T1, prob.func, max.val)

Arguments

x	a vector of NHPP event times
T1	calculate MLE at this time
prob.func	function that takes time as sole argument and returns value between 0 and 1
max.val	maximum value to consider for MLE of NHPP rate parameter

Value

Returns a numeric value, the maximum-likelihood rate parameter

Author(s)

Kristian Brock - Author, Daniel Slade - Contributor

See Also

nhpp.lik, hpp.mle

Examples

intensity <- function(t) pmin(t/3, 1)
X = c(0.74, 1.50, 1.67, 2.01, 2.27)
nhpp.mle(X, T1=1, prob.func=intensity, max.val = 70)

Example output

[1] 30.00001

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