Vectorized simulation from a non homogeneous Poisson Point Process (NHPPP) from (t_min, t_max) given the cumulative intensity function and its inverse

Sample NHPPP times using the cumulative intensity function and its inverse.

Usage

vdraw_cumulative_intensity(
  Lambda,
  Lambda_inv,
  t_min,
  t_max,
  Lambda_args = NULL,
  Lambda_inv_args = NULL,
  tol = 10^-6,
  atmost1 = FALSE,
  atleast1 = FALSE
)

Arguments

Lambda

(function, double vector) an increasing function which is the integrated rate of the NHPPP. It should take a vectorized argument t for times and an optional arguments list.

Lambda_inv

(function, double vector) the inverse of Lambda(), also in vectorized form It should take a vectorized argument z and an optional arguments list.

t_min

(scalar | vector | column matrix) the lower bound of the interval for each sampled point process The length of this argument is the number of point processes that should be drawn.

t_max

(scalar | vector | column matrix) the upper bound of the interval for each sampled point process The length of this argument is the number of point processes that should be drawn.

Lambda_args

(list) optional arguments to pass to Lambda.

Lambda_inv_args

(list) optional arguments to pass to Lambda_inv().

tol

the tolerange for the calulations.

atmost1

boolean, draw at most 1 event time per sampled point process.

atleast1

boolean, draw at least 1 event time

Value

a matrix of event times with one row per sampled point process.