| simNHP.fun {NHPoisson} | R Documentation |
Generate the occurrence points of a NHPP
Description
This function generates the occurrence times of the points
of a NHPP with a given time-varying intensity \lambda(t),
in a period (0, T). The length of argument lambda determines T,
the length of the observation period.
It calls the auxiliary function buscar (not intended
for the users), see Details section.
Usage
simNHP.fun(lambda, fixed.seed=NULL)Arguments
lambda |
Numeric vector, the time varying intensity |
fixed.seed |
An integer or NULL. If it is an integer, that is the value used to set the seed in random generation processes. It it is NULL, a random seed is used. |
Details
The generation of the NHPP points consists in two steps.
First, the points of a homogeneous PP of intensity 1 are generated using
independent exponentials. Then, the homogeneous occurrence times are transformed into
the points of a non homogeneous process with intensity \lambda(t).
This transformation is performed by the auxiliary function buscar
(not intended for the user).
Value
A list with elements
posNH |
Numeric vector of the occurrences times of the NHPP generated in the observation period (0,T). |
lambda |
Input argument. |
fixed.seed |
Input argument. |
References
Cebrian, A.C., Abaurrea, J. and Asin, J. (2015). NHPoisson: An R Package for Fitting and Validating Nonhomogeneous Poisson Processes. Journal of Statistical Software, 64(6), 1-24.
Ross, S.M. (2006). Simulation. Academic Press.
See Also
Examples
#Generation of the occurrence times of a homogeneours PP with constant intensity
#0.01 in a period of time of length 1000
aux<-simNHP.fun(lambda=rep(0.01,1000))
aux$posNH
#if we want reproducible results, we can fixed the seed in the generation process
aux<-simNHP.fun(lambda=rep(0.01,1000),fixed.seed=123)
aux$posNH
#and the result is:
# [1] 85 143 275 279 284 316 347 362 634 637 738 786 814 852 870 955
#Generation of the occurrence times of a NHPP with time-varying intensity t in
#a period of time of length 500
t<-runif(500, 0.01,0.1)
aux<-simNHP.fun(lambda=t)
aux$posNH