vdraw_intensity_step_regular_forcezt: Vectorized sampling from a non homogeneous Poisson Point Process (NHPPP) from an interval (thinning method) with piecewise constant_majorizers (R) -- but can be forced to sample from zero-truncated proposals.

Description

Vectorized sampling from a non homogeneous Poisson Point Process (NHPPP) from an interval (thinning method) with piecewise constant_majorizers. The majorizers are step functions over equal-length time intevals. This function is used for obtainning proposals for vztdraw_intensity_step_regular()

Usage

vdraw_intensity_step_regular_forcezt(
  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,
  force_zt_majorizer = FALSE,
  ...
)

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
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.
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.
tol: (scalar, double) tolerance for the number of events
atmost1: boolean, draw at most 1 event time
force_zt_majorizer: boolean, force the majorizer to be zero-truncated. This option is used when the function is called to make proposals for vztdraw_intensity_step_regular(). In general, do not set this option to TRUE.