Library: | times |
See also: | simNHPP |
Quantlet: | simHPP | |
Description: | generates homogeneous Poisson process with intensity lambda. |
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 |
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))
Show two trajectories of homogeneous Poisson process