Vectorized sampling from a non homogeneous Poisson Point Process (NHPPP) using the intensity function and piecewise constant_majorizers. The majorizers are step functions over equal-length time intevals.
vdraw_intensity_step_regular_cpp(
lambda = NULL,
lambda_args = NULL,
Lambda_maj_matrix = NULL,
lambda_maj_matrix = NULL,
rate_matrix_t_min = NULL,
rate_matrix_t_max = NULL,
t_min = NULL,
t_max = NULL,
tol = 10^-6,
atmost1 = FALSE,
atmostB = NULL
)a matrix of event times (columns) per draw (rows) NAs are structural empty spots
(function) intensity function, vectorized
(list) optional arguments to pass to lambda
(matrix) integrated intensity rates at the end of each interval
(matrix) intensity rates, one per interval
(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.
(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.
(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.
(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.
(scalar, double) tolerance for the number of events
boolean, draw at most 1 event time
If not NULL, draw at most B (B>0) event times. NULL means ignore.