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_inv = NULL,
  lambda = NULL,
  line_majorizer_intercept = NULL,
  line_majorizer_slope = NULL,
  line_majorizer_is_loglinear = FALSE,
  step_majorizer_vector = NULL,
  t_min = NULL,
  t_max = NULL,
  atmost1 = FALSE,
  atleast1 = FALSE
)

Value

a vector of event times

Arguments

Lambda: (function, double vector) the integrated (cumulative) rate of the NHPPP
Lambda_inv: (function, double vector) the inverse of `Lambda()'
lambda: (function) the instantaneous rate
line_majorizer_intercept: The intercept alpha of the loglinear majorizer function: alpha + beta * t or exp(alpha + beta * t)
line_majorizer_slope: The slope beta of the loglinear majorizer function: alpha + beta * t or exp(alpha + beta * t)
line_majorizer_is_loglinear: (boolean) if TRUE the majorizer is loglinear exp(alpha + beta * t); if FALSE it is a linear function
step_majorizer_vector: (vector, double) K constant majorizing rates, one per interval; all intervals are of equal length (regular)
t_min: (double) the lower bound of the interval
t_max: (double) the upper bound of the interval
atmost1: boolean, draw at most 1 event time
atleast1: boolean, draw at least 1 event time in interval