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Functions by type

PPP

Constant-intensity Poisson Point Processes

ppp()
Simulate a homogeneous Poisson Point Process in (t_min, t_max]
ppp_exactly_n()
Simulate exactly n points from a homogeneous Poisson Point Process over (t_min, t_max]
ppp_next_n()
Simulate n events from a homogeneous Poisson Point Process.
ztppp()
Simulate a zero-truncated homogeneous Poisson Point Process over (t_min, t_max]

NHPPP wrapper functions

Non-homogeneous Poisson Point Processes wrapper functions

draw()
Generic function for simulating from NHPPPs given the intensity function or the cumulative intensity function.
vdraw()
Vectorized generic function for simulating from NHPPPs given the intensity function or the cumulative intensity function

NHPPP from intensity function

Non-homogeneous Poisson Point Processes from intensity functions

draw_intensity()
Generic function for simulating from NHPPPs given the intensity function.
vdraw_intensity()
Vectorized sampling from a non homogeneous Poisson Point Process (NHPPP) from an interval (thinning method) with piecewise constant_majorizers (C++)

NHPPP from cumulative intensity function

Non-homogeneous Poisson Point Processes from cumulative intensity functions

draw_cumulative_intensity()
Simulate from a non homogeneous Poisson Point Process (NHPPP) over an interval when you know the cumulative intensity and its inverse.
vdraw_cumulative_intensity()
Vectorized simulation from a non homogeneous Poisson Point Process (NHPPP) from (t_min, t_max) given the cumulative intensity function and its inverse
ztdraw_cumulative_intensity()
Simulate from a zero-truncated non homogeneous Poisson Point Process (zt-NHPPP) from (t_min, t_max) (order statistics method)

NHPPP special cases

Non-homogeneous Poisson Point Processes from intensity functions

draw_sc_linear()
Special case: Simulate from a non homogeneous Poisson Point Process (NHPPP) from (t_min, t_max) with linear intensity function (inversion method)
draw_sc_loglinear()
Special case: Simulate from a non homogeneous Poisson Point Process (NHPPP) from (t_min, t_max) with log-linear intensity function (inversion method)
draw_sc_step()
Simulate a piecewise constant-rate Poisson Point Process over (t_min, t_max] (inversion method) The intervals need not have the same length.
draw_sc_step_regular()
Sampling from NHPPPs with piecewise constant intensities with same interval lengths (non-vectorized)
vdraw_sc_step_regular()
Vectorized sampling from NHPPPs with piecewise constant intensities with same interval lengths
vdraw_sc_step_regular_cpp()
Vectorized sampling from NHPPPs with piecewise constant intensities with same interval lengths (C++)
ztdraw_sc_linear()
Simulate size samples from a zero-truncated non homogeneous Poisson Point Process (zt-NHPPP) from (t_min, t_max) with linear intensity function
ztdraw_sc_loglinear()
Simulate from a zero-truncated non homogeneous Poisson Point Process (zt-NHPPP) from (t_min, t_max) with a log-linear intensity function
vztdraw_sc_step_regular_cpp()
Vectorized sampling from zero-truncated NHPPPs with piecewise constant intensities with same interval lengths

Auxiliary functions

Auxiliary functions

get_step_majorizer()
Piecewise constant (step) majorizer for K-Lipschitz functions over an interval (vectorized over the breaks argument).