draw_sc_step {nhppp}

Simulate a piecewise constant-rate Poisson Point Process over ⁠(t_min, t_max]⁠ (inversion method) The intervals need not have the same length.

Description

Simulate a piecewise constant-rate Poisson Point Process over ⁠(t_min, t_max]⁠ (inversion method) The intervals need not have the same length.

Usage

draw_sc_step(
  lambda_vector = rep(1, 5),
  times_vector = c(0:5),
  rng_stream = NULL,
  atmost1 = FALSE,
  atleast1 = FALSE
)

Arguments

lambda_vector

(scalar, double) K constant 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

an rstream object

atmost1

boolean, draw at most 1 event time

atleast1

boolean, draw at least 1 event time

Value

a vector of event times t if no events realize, it will have 0 length

Examples

x <- draw_sc_step(lambda_vector = rep(1, 5), times_vector = c(0:5))