Vectorized sampling from zero-truncated NHPPPs with piecewise constant intensities with same interval lengths
Source:R/vztdraw_sc_step_regular_cpp.R
vztdraw_sc_step_regular_cpp.RdSimulate a piecewise constant-rate Poisson Point Process over (t_min, t_max] (inversion method)
where the intervals have the same length (are "regular").
Usage
vztdraw_sc_step_regular_cpp(
lambda_matrix = NULL,
Lambda_matrix = NULL,
rate_matrix_t_min = NULL,
rate_matrix_t_max = NULL,
t_min = NULL,
t_max = NULL,
atmost1 = 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.- atmost1
boolean, draw at most 1 event time