generatePP {ppsbm} | R Documentation |
Poisson process generator
Description
Generates one realization of an inhomogeneous Poisson process (PP) with given intensity function (using the thinning method).
Usage
generatePP(intens, Time, max.intens)
Arguments
intens |
Intensity function defined on [0,Time] (needs to be positive). |
Time |
Positive real number. [0,Time] is the total time interval of observation. |
max.intens |
Positive real number. Upper bound of intensity on [0,Time]. |
Value
Vector with the values of one realization of the PP.
Examples
# Generate a Poisson Process on time interval [0,30] with intensity function
# intens= function(x) 100*x*exp(-8*x)
# using max.intens = 5
intens <- function(x) 100*x*exp(-8*x)
generatePP(intens, Time=30, max.intens=5)
[Package ppsbm version 1.0.0 Index]