draw_sc_step

Simulate a piecewise constant-rate Poisson Point Process over <code>(t_min, t_max]</code> (inversion method)
The intervals need not have the same length.

Simulates events from one dimensional nonhomogeneous Poisson point processes (NHPPPs) as per Trikalinos and Sereda (2024, <doi:10.48550/arXiv.2402.00358> and 2024, <doi:10.1371/journal.pone.0311311>). 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

draw_sc_step function

<dl><dt>lambda_vector</dt>
<dd>(scalar, double) <code>K</code> constant rates, one per interval</dd>
<dt>time_breaks</dt>
<dd>(vector, double) <code>K+1</code> time points defining <code>K</code> intervals
of constant rates:
<code>[t_1 = range_t[1], t_2)</code>: the first interval
<code>[t_k, t_{k+1})</code>: the <code>k</code>-th interval
<code>[t_{K}, t_{K+1} = range_t[2])</code>: the <code>K</code>-th (last) interval</dd>
<dt>atmost1</dt>
<dd>boolean, draw at most 1 event time</dd>
<dt>atleast1</dt>
<dd>boolean, draw at least 1 event time</dd></dl>

Arguments

Simulate a piecewise constant-rate Poisson Point Process over (t_min, t_max] (inversion method)
The intervals need not have the same length. — draw_sc_step

<dl>

<dt>lambda_vector</dt>
<dd>(scalar, double) <code>K</code> constant rates, one per interval</dd>


<dt>time_breaks</dt>
<dd>(vector, double) <code>K+1</code> time points defining <code>K</code> intervals
of constant rates:
<code>[t_1 = range_t[1], t_2)</code>: the first interval
<code>[t_k, t_{k+1})</code>: the <code>k</code>-th interval
<code>[t_{K}, t_{K+1} = range_t[2])</code>: the <code>K</code>-th (last) interval</dd>


<dt>atmost1</dt>
<dd>boolean, draw at most 1 event time</dd>


<dt>atleast1</dt>
<dd>boolean, draw at least 1 event time</dd>

</dl>

Simulate a piecewise constant-rate Poisson Point Process over <code>(t_min, t_max]</code> (inversion method)
The intervals need not have the same length.

draw_sc_step: Simulate a piecewise constant-rate Poisson Point Process over `(t_min, t_max]` (inversion method) The intervals need not have the same length.

Description

Usage

Value

Arguments

Examples