generatePPConst {ppsbm}R Documentation

Poisson process with piecewise constant intensity

Description

Generates one realization of a Poisson process (PP) with a piecewise constant intensity function.

Usage

generatePPConst(intens, Time)

Arguments

intens

Vector with the constant values of the intensity, defined on a regular partition of the time interval [0,Time].

Time

Positive real number. [0,Time] is the total time interval of observation.

Examples

# On time interval [0,T], partitioned into 3 regular parts: [0,T/3], [T/3,2T/3] and [2T/3,T],
# define a piecewise constant intensity function
intens <- c(1,2,8)

# generate a PP with total observation time T=10
generatePPConst(intens, 10)


[Package ppsbm version 1.0.0 Index]