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]