BaPreStoPro (version 0.1)

simulate,NHPP-method: Simulation of Poisson process

Description

Simulation of non-homogeneous Poisson process with cumulative intensity function $\Lambda(t, \xi)$.

Usage

"simulate"(object, nsim = 1, seed = NULL, t, plot.series = TRUE)

Arguments

object

class object of parameters: "NHPP"

nsim

number of trajectories to simulate. Default is 1.

seed

optional: seed number for random number generator

t

vector of time points

plot.series

logical(1), if TRUE, simulated series are depicted grafically

Examples

model <- set.to.class("NHPP", parameter = list(xi = c(5, 1/2)),
                      Lambda = function(t, xi) (t/xi[2])^xi[1])
t <- seq(0, 1, by = 0.01)
data <- simulate(model, t = t)