draw_intensity_step {nhppp}

Simulate from a non homogeneous Poisson Point Process (NHPPP) from (t0, t_max) (thinning method) with piecewise constant_majorizer

Description

Sample NHPPP times using the thinning method, optionally using an rstream generator

Usage

draw_intensity_step(
  lambda,
  lambda_maj_vector = lambda(1:10),
  times_vector = 0:10,
  rng_stream = NULL,
  atmost1 = FALSE
)

Arguments

lambda

(function) the instantaneous rate of the NHPPP. A continuous function of time.

lambda_maj_vector

(scalar, double) K constant majorizing rates, one per interval

times_vector

(vector, double) K+1 time points defining K intervals of constant rates: ⁠[t_1 = range_t[1], t_2)⁠: the first interval ⁠[t_k, t_{k+1})⁠: the k-th interval ⁠[t_{K}, t_{K+1} = range_t[2])⁠: the K-th (last) interval

rng_stream

(rstream) an rstream object or NULL

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_intensity_step(lambda = function(t) exp(.02 * t))