Simulate from a non homogeneous Poisson Point Process (NHPPP) over an interval when you know the cumulative intensity and its inverse. — draw_cumulative_intensity • nhppp

Sample NHPPP times using the inversion method

Usage

draw_cumulative_intensity(Lambda, Lambda_inv, t_min, t_max, atmost1 = FALSE)

Arguments

Lambda: (function, double vector) a continuous increasing R to R map which is the integrated rate of the NHPPP
Lambda_inv: (function, double vector) the inverse of Lambda()
t_min: (double) the lower bound of the time interval
t_max: (double) the upper bound of the time interval
atmost1: boolean, draw at most 1 event time

Value

a vector of event times (t_); if no events realize, a vector of length 0