nhppp

nhppp-package

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) tools:::Rd_expr_doi("10.1002/nav.3800260304")).

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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

Simulating Nonhomogeneous Poisson Point Processes

Yuliia Sereda

nhppp-package function

Maintainer: Thomas Trikalinos <a href="/link/thomas_trikalinos%40brown.edu?package=nhppp&version=0.1.3" data-mini-rdoc="nhppp::thomas_trikalinos@brown.edu">thomas_trikalinos@brown.edu</a> (<a href="https://orcid.org/0000-0002-3990-1848">ORCID</a>) [copyright holder]
Authors:<ul>
<li>Yuliia Sereda <a href="/link/sereda_yuliia%40brown.edu?package=nhppp&version=0.1.3" data-mini-rdoc="nhppp::sereda_yuliia@brown.edu">sereda_yuliia@brown.edu</a> (<a href="https://orcid.org/0000-0002-4017-4561">ORCID</a>)</li>
</ul>

Author

nhppp: Simulating Nonhomogeneous Poisson Point Processes — nhppp-package

Maintainer: Thomas Trikalinos <a href='mailto:thomas_trikalinos@brown.edu'>thomas_trikalinos@brown.edu</a> (<a href='https://orcid.org/0000-0002-3990-1848'>ORCID</a>) [copyright holder]
Authors:<ul>
<li>Yuliia Sereda <a href='mailto:sereda_yuliia@brown.edu'>sereda_yuliia@brown.edu</a> (<a href='https://orcid.org/0000-0002-4017-4561'>ORCID</a>)</li>
</ul>

nhppp-package: nhppp: Simulating Nonhomogeneous Poisson Point Processes

Description

Arguments

Author

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