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 |
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]