nhppp (version 1.0.2)

draw_cumulative_intensity_orderstats: Simulate from a non homogeneous Poisson Point Process (NHPPP) from (t_min, t_max) (order statistics method)

Description

Sample NHPPP times using the order statistics method, optionally using an rstream generator object.

Usage

draw_cumulative_intensity_orderstats(
  Lambda,
  Lambda_inv,
  t_min,
  t_max,
  atmost1 = FALSE
)

Value

a vector of event times (t_); if no events realize, a vector of length 0

Arguments

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()

t_min

(double) the lower bound of the time interval

t_max

(double) the upper bound of the time interval

atmost1

boolean, draw at most 1 event time