vdraw {nhppp}

Vectorized generic function for simulating from NHPPPs given the intensity function or the cumulative intensity function

Description

This is a wrapper to the package's specific functions, and thus slightly slower. For time-intensive simulations prefer one of the specific functions.

Usage

vdraw(
  lambda = NULL,
  lambda_args = NULL,
  Lambda_maj_matrix = NULL,
  lambda_maj_matrix = NULL,
  range_t = NULL,
  tol = 10^-6,
  atmost1 = FALSE,
  atleast1 = FALSE,
  use_cpp = FALSE
)

Arguments

lambda

(function) a vectorized intensity function, with one or two arguments. The first is time. The optional second (should be named lambda_args) is a named list with additional arguments.

lambda_args

(list) optional list of named arguments for lambda()

Lambda_maj_matrix

(matrix) for the majorizeintegrated intensity rates at the end of each interval

lambda_maj_matrix

(matrix) intensity rates, one per interval

range_t

(vector, or matrix) t_min and t_max, possibly vectorized

tol

(scalar, double) tolerance for the number of events

atmost1

boolean, draw at most 1 event time

atleast1

boolean, draw at least 1 event time in interval

use_cpp

boolean, use C++ code

Value

a vector of event times

Examples

Z <- vdraw(
  lambda = function(x, lambda_args = NULL) 0.1 * x,
  range_t = c(1, 10),
  lambda_maj_matrix = matrix(rep(1, 5), nrow = 1),
  atmost1 = FALSE, atleast1 = FALSE, use_cpp = TRUE
)