poisson (version 1.0)

nhpp.mean: Expected value of a non-homogeneous Poisson process.

Description

Calculate the expected value of a non-homogeneous Poisson process at points in time.

Usage

nhpp.mean(rate, prob.func, t0 = 0, t1 = 1, num.points = 100, maximum = NULL)

Arguments

rate

the rate at which events occur in the Poisson process, aka lambda

prob.func

function that takes time as sole argument and returns value between 0 and 1

t0

start time

t1

end time

num.points

number of points between t0 and t1 to use in estimating mean

maximum

the optional maximum value that the process should take

Value

See Also

nhpp.scenario, hpp.mean

Examples

intensity <- function(t) pmin(t/3, 1)
nhpp.mean(rate = 20, t1 = 5, maximum = 50, prob.func=intensity)