vztdraw_sc_step_regular_cpp: Vectorized sampling from zero-truncated NHPPPs with piecewise constant intensities with same interval lengths

Description

Simulate a piecewise constant-rate Poisson Point Process over (t_min, t_max] (inversion method) where the intervals have the same length (are "regular").

Usage

vztdraw_sc_step_regular_cpp(
  lambda_matrix = NULL,
  Lambda_matrix = NULL,
  rate_matrix_t_min = NULL,
  rate_matrix_t_max = NULL,
  t_min = NULL,
  t_max = NULL,
  atmost1 = FALSE
)

Value

a vector of event times t if no events realize, it will have 0 length

Arguments

lambda_matrix: (matrix) intensity rates, one per interval
Lambda_matrix: (matrix) integrated intensity rates at the end of each 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.
atmost1: boolean, draw at most 1 event time