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]