vdraw_intensity_step_regular_cpp {nhppp} | R Documentation |
Vectorized sampling from a non homogeneous Poisson Point Process (NHPPP) given the intensity function with piecewise constant_majorizers (C++)
Description
Vectorized sampling from a non homogeneous Poisson Point Process (NHPPP) using the intensity function and piecewise constant_majorizers. The majorizers are step functions over equal-length time intevals.
Usage
vdraw_intensity_step_regular_cpp(
lambda = NULL,
lambda_args = NULL,
Lambda_maj_matrix = NULL,
lambda_maj_matrix = NULL,
rate_matrix_t_min = NULL,
rate_matrix_t_max = NULL,
t_min = NULL,
t_max = NULL,
tol = 10^-6,
atmost1 = FALSE,
atmostB = NULL
)
Arguments
lambda |
(function) intensity function, vectorized |
lambda_args |
(list) optional arguments to pass to |
Lambda_maj_matrix |
(matrix) integrated intensity rates at the end of each interval |
lambda_maj_matrix |
(matrix) intensity rates, one per interval |
rate_matrix_t_min |
(scalar | vector | column matrix) is the lower bound of the time interval for each row of (Lambda|lambda)_maj_matrix. The length of this argument is the number of point processes that should be drawn. |
rate_matrix_t_max |
(scalar | vector | column matrix) the upper bound of the time interval for each row of (Lambda|lambda)_maj_matrix. The length of this argument is the number of point processes that should be drawn. |
t_min |
(scalar | vector | column matrix) is the lower bound
of a subinterval of (rate_matrix_t_min, rate_matrix_t_max]. If set,
times are sampled from the subinterval.
If omitted, it is equivalent to |
t_max |
(scalar | vector | column matrix) is the upper bound
of a subinterval of (rate_matrix_t_min, rate_matrix_t_max]. If set,
times are sampled from the subinterval.
If omitted, it is equivalent to |
tol |
(scalar, double) tolerance for the number of events |
atmost1 |
boolean, draw at most 1 event time |
atmostB |
If not NULL, draw at most B (B>0) event times. NULL means ignore. |
Value
a matrix of event times (columns) per draw (rows) NAs are structural empty spots