tests/testthat/testutils.rmo/R/sample-comonotone.R

In hsloot/rmo: A package for the Marshall-Olkin distribution

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## #### Lévy frailty model ####

#' Alternative implementation of com.-case via LFM
#'
#' @param n Number of samples (> 0)
#' @param d Dimension (> 0)
#' @param rate Intensity of compound Poisson subordinator (== 0)
#' @param rate_killing Intensity of the killing-time (> 0)
#' @param rate_drift Drift of the compound Poisson subordinator (== 0)
#' @param rjump_name Name of the sampling function for the jumps
#'   of the compound Poisson subordinator
#' @param rjump_arg_list List with parameters for the sampling function for
#'   the jumps of the compound Poisson subordinator
#'
#' @examples
#' rextmo_lfm_comonotone(10, 3, 0, 1, 0, "rposval", list("value" = 1))
#' @include sample-helper.R
#' @export
rextmo_lfm_comonotone <- function( # nolint
    n, d = 2,
    rate = 0, rate_killing = 1, rate_drift = 0,
    rjump_name = "rposval",
    rjump_arg_list = list("value" = 0)) {
  stopifnot(
    is.numeric(n) && 1L == length(n) && 0 == n %% 1 && n > 0 &&
      is.numeric(d) && 1L == length(d) && 0 == d %% 1 && d > 0 &&
      is.numeric(rate) && 1L == length(rate) && rate == 0 &&
      is.numeric(rate_killing) && 1L == length(rate_killing) &&
      rate_killing > 0 &&
      is.numeric(rate_drift) &&
      1L == length(rate_drift) && rate_drift == 0 &&
      is.character(rjump_name) && 1L == length(rjump_name) &&
      rjump_name %in% c("rexp", "rposval", "rpareto")
  )

  out <- matrix(nrow = n, ncol = d)
  for (k in 1:n) {
    ## we do not need it here, but we have to sample the unit exponential
    ## barriers to keep the random number generators in sync
    barrier_values <- rexp(d, rate = 1) # nolint
    ## sample killing time
    killing_time <- rexp(1L, rate = rate_killing)
    out[k, ] <- killing_time
  }

  out
}