Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: times
See also: simNHPP

Quantlet: simHPP
Description: generates homogeneous Poisson process with intensity lambda.

Reference(s):

Usage: y = simHPP(lambda,T,N)
Input:
lambda scalar, intensity of the Poisson process
T scalar, time horizon
N scalar, number of trajectories
Output:
y 2*max+2 x N x 2 array, generated process - max is the maximum number of jumps for all generated trajectories

Example:
library("xplore")
library("times")
library("plot")
randomize2(101)
randomize(101)
y1=simHPP(3,5,1)
y1=reduce(y1)
d1 = createdisplay(1,1)
adddata(d1,1,1,setmask(y1,"line","medium","red","style",1))
y2=simHPP(10,5,1)
y2=reduce(y2)
adddata(d1,1,1,setmask(y2,"line","medium","blue","style",1))

Result:
Show two trajectories of homogeneous Poisson process



Author: A. Misiorek, 20041120 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006