In wush978/RPPGen: Generator of Point Process

Page on RPubs: http://rpubs.com/wush978/RPPGen

Notation

• $T_0$: The upper bound of time.
• $N(t)$: The number of observation during time interval $[0, t]$. A random varialbe.

Homogeneous Poisson Process

Definition

$$P[N(t) = k] = \frac{e^{-\lambda \tau} (\lambda \tau)^k}{k!}$$

$\lambda$ is called intensity.

Generator

• lambda stands for $\lambda$

The following r code generates the homogeneous poisson process with intensity lambda.

library(RPPGen)
gen_homo_poisson(1, 40)

wush978/RPPGen documentation built on May 4, 2019, 12:01 p.m.