IndTestPP (version 3.0)

IndNHPP: Generates trajectories of independent Poisson processes

Description

This function generates independent Poisson processes, which can be homogeneous or nonhomogeneous depending on the value of the intensity vectors.

Usage

IndNHPP(lambdas,dplot=TRUE, fixed.seed=NULL,...)

Arguments

lambdas

Matrix where each column contains the intensity vector to generate a Poisson process.

dplot

Optional. A logical flag. If it is TRUE, the marginal processes are plotted.

fixed.seed

An integer or NULL. If it is an integer, that is the value used to set the seed in random generation processes. It it is NULL, a random seed is used.

...

Further arguments to be passed to the function plot.

Value

posNHs

A list of d vectors, each one containing the time occurrences of the independent NHPPs. The name of the elements of the list are N1, N2,..., Nd.

Details

The number of generated processes is determined by the number of columns of the argument lambdas. The lenght of the period where the processes are generated is determined by the number of rows of lambdas.

Homogenous processes are generated if the corresponding intensity vector is constant (that is if all the rows of the corresponding column are equal).

For the generation algorithm of each Poisson process, see simNHPc.

See Also

IndNHNeyScot, simNHPc

Examples

# NOT RUN {
set.seed(123)
lambdas<-cbind(runif(500)/10, rep(0.05,500))

IndNHPP(lambdas=lambdas, fixed.seed=123)

# }