vdraw: Vectorized 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 slightly slower. For time-intensive simulations prefer one of the specific functions.

Usage

vdraw(
  lambda = NULL,
  lambda_args = NULL,
  Lambda_maj_matrix = NULL,
  lambda_maj_matrix = NULL,
  Lambda = NULL,
  Lambda_inv = NULL,
  Lambda_args = NULL,
  Lambda_inv_args = NULL,
  t_min = NULL,
  t_max = NULL,
  rate_matrix_t_min = NULL,
  rate_matrix_t_max = NULL,
  tol = 10^-6,
  atmost1 = FALSE,
  atleast1 = FALSE,
  atmostB = NULL
)

Value

a vector of event times

Arguments

lambda: (function) intensity function, vectorized
lambda_args: (list) optional arguments to pass to lambda
Lambda_maj_matrix: (matrix) integrated intensity rates at the end of each interval
lambda_maj_matrix: (matrix) intensity rates, one per interval
Lambda: (function, double vector) an increasing function which is the integrated rate of the NHPPP. It should take a vectorized argument t for times and an optional arguments list.
Lambda_inv: (function, double vector) the inverse of Lambda(), also in vectorized form It should take a vectorized argument z and an optional arguments list.
Lambda_args: (list) optional arguments to pass to Lambda.
Lambda_inv_args: (list) optional arguments to pass to Lambda_inv().
t_min: (scalar | vector | column matrix) is the lower bound of a subinterval of (rate_matrix_t_min, rate_matrix_t_max]. If set, times are sampled from the subinterval. If omitted, it is equivalent to rate_matrix_t_min.
t_max: (scalar | vector | column matrix) is the upper bound of a subinterval of (rate_matrix_t_min, rate_matrix_t_max]. If set, times are sampled from the subinterval. If omitted, it is equivalent to rate_matrix_t_max.
rate_matrix_t_min: (scalar | vector | column matrix) is the lower bound of the time interval for each row of (Lambda|lambda)_maj_matrix. The length of this argument is the number of point processes that should be drawn.
rate_matrix_t_max: (scalar | vector | column matrix) the upper bound of the time interval for each row of (Lambda|lambda)_maj_matrix. The length of this argument is the number of point processes that should be drawn.
tol: (scalar, double) tolerance for the number of events
atmost1: boolean, draw at most 1 event time
atleast1: boolean, draw at least 1 event time
atmostB: If not NULL, draw at most B (B>0) event times. NULL means ignore.