poisson (version 1.0)

nhpp.scenario: Simulate a non-homogeneous Poisson process scenario

Description

Simulate a non-homogeneous Poisson process scenario, with sample paths, expected value process, and quantile processes.

Usage

nhpp.scenario(rate, num.events, prob.func, num.sims = 100, t0 = 0, t1 = NULL,  num.points = 100, quantiles = c(0.025, 0.975), ...)

Arguments

rate

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

num.events

Number of event times to simulate in each process

prob.func

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

num.sims

Number of simulated paths to plot

t0

Start time

t1

End time

num.points

Number of points to use in estimating mean and quantile processes

quantiles

plot these quantile processes

...

further arguments to be passed to or from methods

Value

See Also

hpp.scenario, PoissonProcessScenario

Examples

intensity <- function(t) pmin(t/3, 1)
rate <- 10
num.events <- 100
scen = nhpp.scenario(rate, num.events, num.sims = 100, prob.func=intensity)
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plot(scen, main='My NHPP Scenario')