draw_cumulative_intensity_inversion {nhppp}

Simulate from a non homogeneous Poisson Point Process (NHPPP) from (t_min, t_max) (inversion method)

Description

Sample NHPPP times using the inversion method, optionally using an rstream generator object

Usage

draw_cumulative_intensity_inversion(
  Lambda,
  Lambda_inv = NULL,
  range_t = c(0, 10),
  range_L = c(Lambda(range_t[1]), Lambda(range_t[2])),
  rng_stream = NULL,
  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()

range_t

(vector, double) min and max of the time interval

range_L

(vector, double) min and max of the transformed time interval

rng_stream

(rstream) an rstream object.

atmost1

boolean, draw at most 1 event time

Value

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

Examples

x <- draw_cumulative_intensity_inversion(Lambda = function(t) t + cos(t) - 1)