poisson (version 1.0)

nhpp.mle: Get the maximum-likelihood rate parameter of an NHPP (non-homogenous Poisson process)

Description

Get the maximum-likelihood rate parameter for given NHPP event times.

Usage

nhpp.mle(x, T1, prob.func, max.val)

Arguments

x

a vector of NHPP event times

T1

calculate MLE at this time

prob.func

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

max.val

maximum value to consider for MLE of NHPP rate parameter

Value

See Also

nhpp.lik, hpp.mle

Examples

intensity <- function(t) pmin(t/3, 1)
X = c(0.74, 1.50, 1.67, 2.01, 2.27)
nhpp.mle(X, T1=1, prob.func=intensity, max.val = 70)