Lambda_inv_exp_form

Inverse of the definite integral of <code>l = exp(alpha + beta*t)</code> only for <code>l+</code>.

Simulates events from one dimensional nonhomogeneous Poisson point processes (NHPPPs). Functions are based on three algorithms that provably sample from a target NHPPP: the time-transformation of a homogeneous Poisson process (of intensity one) via the inverse of the integrated intensity function (Cinlar E, "Theory of stochastic processes" (1975, ISBN:0486497996)); the generation of a Poisson number of order statistics from a fixed density function; and the thinning of a majorizing NHPPP via an acceptance-rejection scheme (Lewis PAW, Shedler, GS (1979) <doi:10.1002/nav.3800260304>).

Thomas Trikalinos

nhppp

Simulating Nonhomogeneous Poisson Point Processes

Yuliia Sereda

Lambda_inv_exp_form function

<dl><dt>z</dt>
<dd>(double) the value of integrated rate for which you want to find the time</dd>
<dt>alpha</dt>
<dd>(double) the intercept</dd>
<dt>beta</dt>
<dd>(double) the slope</dd>
<dt>t0</dt>
<dd>(double) the starting time</dd></dl>

Arguments

Inverse of the definite integral of l = exp(alpha + beta*t) at time t — Lambda_inv_exp_form

<dl>

<dt>z</dt>
<dd>(double) the value of integrated rate for which you want to find the time</dd>


<dt>alpha</dt>
<dd>(double) the intercept</dd>


<dt>beta</dt>
<dd>(double) the slope</dd>


<dt>t0</dt>
<dd>(double) the starting time</dd>

</dl>

Lambda_inv_exp_form: Inverse of the definite integral of `l = exp(alpha + beta*t)` at time `t`

Description

Usage

Arguments