simulateNHPP {bayesianETAS}

Simulates event times from an inhomogenous Poisson process on [0,T]

Description

Simulates event times from an inhomogenous Poisson process on [0,T]

Usage

simulateNHPP(targetfn, maxintensity, T = Inf)

Arguments

targetfn

A first order function defining the process intensity

maxintensity

The maximum values of targetfn

T

Length of the interval [0,T] on which to simulate the process

Value

The simulated event times

Author(s)

Gordon J Ross

Examples

simulateNHPP(function(x) {sin(x)+1}, 2, 100)
simulateNHPP(function(x) {x^2}, 100, 10)