draw_cumulative_intensity {nhppp}R Documentation

Simulate from a non homogeneous Poisson Point Process (NHPPP) over an interval when you know the cumulative intensity and its inverse.

Description

Sample NHPPP times using the inversion method

Usage

draw_cumulative_intensity(Lambda, Lambda_inv, t_min, t_max, atmost1 = FALSE)

Arguments

Lambda

(function, double vector) a continuous increasing R to R map which is the integrated rate of the NHPPP

Lambda_inv

(function, double vector) the inverse of Lambda()

t_min

(double) the lower bound of the time interval

t_max

(double) the upper bound of the time interval

atmost1

boolean, draw at most 1 event time

Value

a vector of event times (t_); if no events realize, a vector of length 0


[Package nhppp version 1.0.2 Index]