R/fithpp.R

In ppdiag: Diagnosis and Visualizations Tools for Temporal Point Processes

#' Fit a homogeneous poisson process to event data
#'
#' Compute maximum likelihood estimator of the rate of a homogeneous Poisson
#' process for the given events.
#'
#' @param events vector containing the event times.
#' @param end end of observation period, starting from 0 (default is last event)
#'
#' @return a hpp object containing the events and the estimated parameter
#' @export
#' @examples
#' pois_y <- pp_hpp(lambda = 1)
#' events <- pp_simulate(pois_y, end = 10)
#' fithpp(events)
fithpp <- function(events, end = max(events)) {
  start <- 0
  if (start == end) {
    stop("Start and end time are equal.")
  }
  n <- length(events)
  lambda <- n / (end - start)
  hpp_object <- list(lambda = lambda, events = events)
  class(hpp_object) <- "hpp"
  return(hpp_object)
}