revalpoisson: Evaluate the Poisson Process paths at date t

In rpgm: Fast Simulation of Normal/Exponential Random Variables and Stochastic Differential Equations / Poisson Processes

Description

The function evalpoisson evalutes all paths of Poisson processes at date t and returns a vector with the corresponding values

Usage

evalpoisson(P, t = 1)

Arguments

P	list of double vector, a Poisson process simulation of n paths from rpoisson or rinpoisson.
t	double, atomic vector for evaluating each path at date t (do not support yet a vector).

Value

evalpoisson returns an integer vector of the size of the number of paths. The ith element is the value of the ith path of the Poisson process at date t.

Author(s)

Nicolas Baradel - PGM Solutions

References

https://en.wikipedia.org/wiki/Poisson_point_process

See Also

https://pgm-solutions.com/packages

Examples

P <- rpoisson(5, 5)
evalpoisson(P, 0.5)

Example output

[1] 1 0 2 2 3

rpgm documentation built on March 18, 2018, 2:24 p.m.