Vectorized sampling from NHPPPs with piecewise constant intensities with same interval lengths

Simulate a piecewise constant-rate Poisson Point Process over (t_min, t_max] (inversion method) where the intervals have the same length (are "regular").

Usage

vdraw_sc_step_regular(
  lambda_matrix = NULL,
  Lambda_matrix = NULL,
  rate_matrix_t_min = NULL,
  rate_matrix_t_max = NULL,
  t_min = NULL,
  t_max = NULL,
  tol = 10^-6,
  atmost1 = FALSE,
  atmostB = NULL,
  atleast1 = FALSE
)

Arguments

lambda_matrix

(matrix) intensity rates, one per interval

Lambda_matrix

(matrix) integrated intensity rates at the end of each interval

rate_matrix_t_min

(scalar | vector | column matrix) is the lower bound of the time interval for each row of (Lambda|lambda)_maj_matrix. The length of this argument is the number of point processes that should be drawn.

rate_matrix_t_max

(scalar | vector | column matrix) the upper bound of the time interval for each row of (Lambda|lambda)_maj_matrix. The length of this argument is the number of point processes that should be drawn.

t_min

(scalar | vector | column matrix) is the lower bound of a subinterval of (rate_matrix_t_min, rate_matrix_t_max]. If set, times are sampled from the subinterval. If omitted, it is equivalent to rate_matrix_t_min.

t_max

(scalar | vector | column matrix) is the upper bound of a subinterval of (rate_matrix_t_min, rate_matrix_t_max]. If set, times are sampled from the subinterval. If omitted, it is equivalent to rate_matrix_t_max.

tol

(scalar, double) tolerance for the number of events

atmost1

boolean, draw at most 1 event time

atmostB

If not NULL, draw at most B (B>0) event times. NULL means ignore.

atleast1

boolean, draw at least 1 event time

Value

a vector of event times t if no events realize, it will have 0 length

Examples

x <- vdraw_sc_step_regular(
  Lambda_matrix = matrix(1:5, nrow = 1),
  rate_matrix_t_min = 100,
  rate_matrix_t_max = 110,
  atmost1 = FALSE
)