nhppp (version 0.1.3)

draw: 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 somewhat slower. For time-intensive simulations prefer one of the specific functions.

Usage

draw(
  lambda = NULL,
  lambda_maj = NULL,
  Lambda = NULL,
  Lambda_inv = NULL,
  range_t = c(0, 10),
  rng_stream = NULL,
  atmost1 = FALSE,
  atleast1 = FALSE
)

Value

a vector of event times

Arguments

lambda

(function) the instantaneous rate of the NHPPP. A continuous function of time.

lambda_maj

(double, vector) the intercept and optional slope of the majorizing linear (if exp_maj = FALSE) or log-linear (if exp_maj = TRUE) function in range_t.

Lambda

(function, double vector) a continuous increasing R to R map which is the integrated rate of the NHPPP

Lambda_inv

(function, double vector) the inverse of Lambda()

range_t

(vector, double) min and max of the time interval.

rng_stream

(rstream) an rstream object or NULL

atmost1

boolean, draw at most 1 event time

atleast1

boolean, draw at least 1 event time in interval