vztdraw_intensity

Vectorized sampling from a zero-truncated 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.

internal

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

vztdraw_intensity function

<dl><dt>lambda</dt>
<dd>(function) a vectorized intensity function, with one or two arguments.
The first is time. The optional second is a named list with additional arguments.</dd>
<dt>lambda_args</dt>
<dd>(list) optional list of named arguments for <code>lambda()</code></dd>
<dt>Lambda_maj_matrix</dt>
<dd>(matrix) for the majorizeintegrated intensity rates at the end of each interval</dd>
<dt>lambda_maj_matrix</dt>
<dd>(matrix) intensity rates, one per interval</dd>
<dt>range_t</dt>
<dd>(vector, or matrix) <code>t_min</code> and <code>t_max</code>, possibly vectorized</dd>
<dt>tol</dt>
<dd>(scalar, double) tolerance for the number of events</dd>
<dt>atmost1</dt>
<dd>boolean, draw at most 1 event time</dd>
<dt>...</dt>
<dd>(any) other arguments (ignored -- used for flexibility in calling from other functions)</dd></dl>

Arguments

Vectorized sampling from a zero-truncated non homogeneous Poisson Point Process (NHPPP) from
an interval (thinning method) with piecewise constant_majorizers — vztdraw_intensity

<dl>

<dt>lambda</dt>
<dd>(function) a vectorized intensity function, with one or two arguments.
The first is time. The optional second is a named list with additional arguments.</dd>


<dt>lambda_args</dt>
<dd>(list) optional list of named arguments for <code>lambda()</code></dd>


<dt>Lambda_maj_matrix</dt>
<dd>(matrix) for the majorizeintegrated intensity rates at the end of each interval</dd>


<dt>lambda_maj_matrix</dt>
<dd>(matrix) intensity rates, one per interval</dd>


<dt>range_t</dt>
<dd>(vector, or matrix) <code>t_min</code> and <code>t_max</code>, possibly vectorized</dd>


<dt>tol</dt>
<dd>(scalar, double) tolerance for the number of events</dd>


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


<dt>...</dt>
<dd>(any) other arguments (ignored -- used for flexibility in calling from other functions)</dd>

</dl>

Vectorized sampling from a zero-truncated non homogeneous Poisson Point Process (NHPPP) from
an interval (thinning method) with piecewise constant_majorizers

vztdraw_intensity: Vectorized sampling from a zero-truncated non homogeneous Poisson Point Process (NHPPP) from an interval (thinning method) with piecewise constant_majorizers

Description

Usage

Value

Arguments