vdraw_sc_step_regular_cpp {nhppp}

Vectorized sampling from NHPPPs with piecewise constant intensities with same interval lengths (C++)

Description

Simulate a piecewise constant-rate Poisson Point Process over ⁠(t_min, t_max]⁠ (inversion method) where the intervals have the same length (are "regular").

Usage

vdraw_sc_step_regular_cpp(
  lambda_matrix = NULL,
  Lambda_matrix = NULL,
  range_t = NULL,
  subinterval = NULL,
  tol = 10^-6,
  atmost1 = FALSE,
  atmostB = NULL
)

Arguments

lambda_matrix

(matrix) intensity rates, one per interval

Lambda_matrix

(matrix) integrated intensity rates at the end of each interval

range_t

(vector, double) t_min and t_max

subinterval

(matrix, double) subinterval of range_t to sample from

tol

(scalar, double) tolerance for the number of events

atmost1

boolean, draw at most 1 event time

atmostB

If not NULL, draw at most B (B>0) event times. NULL means ignore.

Value

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

Examples

x <- vdraw_sc_step_regular(Lambda_matrix = matrix(1:5, nrow = 1))