Description Usage Arguments Value Author(s) References See Also Examples
The function rpoisson
is a C-level function which simulates the jumping times of a Poisson process, returning each path as a vector of a list.
1 |
n |
integer, number of paths. |
lambda |
double, intensity of the Poisson process. |
T |
double, end time of the simulations. |
drop |
logical, if |
rpoisson
returns a list of n paths of a Poisson process of intensity lambda. Each element of the list is the vector of the jumping times.
Nicolas Baradel - PGM Solutions
https://en.wikipedia.org/wiki/Poisson_point_process#Homogeneous_Poisson_point_process
https://pgm-solutions.com/packages
1 | x <- rpoisson(5, 5)
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