rpgm (version 1.1.2)

rpoisson: Simulation of homogeneous Poisson Processes

Description

The function rpoisson is a C-level function which simulates the jumping times of a Poisson process, returning each path as a vector of a list.

Usage

rpoisson(n, lambda = 1, T = 1, drop = TRUE)

Arguments

n

integer, number of paths.

lambda

double, intensity of the Poisson process.

T

double, end time of the simulations.

drop

logical, if n = 1 and drop = TRUE, returns the single path as a vector instead of a list.

Value

rpoisson returns a list of n paths of a Poisson process of intensity lambda. Each element of the list is the vector of the jumping times.

References

https://en.wikipedia.org/wiki/Poisson_point_process#Homogeneous_Poisson_point_process

See Also

https://pgm-solutions.com/packages

Examples

# NOT RUN {
x <- rpoisson(5, 5)
# }