Description Usage Arguments Value Examples
Generate realizations of an inhomogeneous Poisson process with an intensity function
1 | generatePP(intens, Time, max.intens)
|
intens |
Intensity function defined on [0,Time] (needs to be positive) |
Time |
Final time |
max.intens |
Upper bound of intensity on [0,Time] |
Vector of realizations of the PP
1 2 3 4 5 6 7 | # Generate a Poisson Process with intensity function
# intens= function(x) 100*x*exp(-8*x)
# and max.intens = 5
intens <- function(x) 100*x*exp(-8*x)
poissonProcess <- generatePP(intens, Time=30, max.intens=1)
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