simulate-NHPP-method: Simulation of Poisson process

In SimoneHermann/BaPreStoPro: Bayesian Prediction of Stochastic Processes

Description

Simulation of non-homogeneous Poisson process with cumulative intensity function Λ(t, ξ).

Usage

## S4 method for signature 'NHPP'
simulate(object, nsim = 1, seed = NULL, t,
  plot.series = TRUE)

Arguments

object	class object of parameters: "NHPP"
nsim	number of trajectories to simulate. Default is 1.
seed	optional: seed number for random number generator
t	vector of time points
plot.series	logical(1), if TRUE, simulated series are depicted grafically

Examples

model <- set.to.class("NHPP", parameter = list(xi = c(5, 1/2)),
                      Lambda = function(t, xi) (t/xi[2])^xi[1])
t <- seq(0, 1, by = 0.01)
data <- simulate(model, t = t)

SimoneHermann/BaPreStoPro documentation built on May 9, 2019, 1:46 p.m.