| Library: | times |
| See also: | simHPP |
| Quantlet: | simNHPP | |
| Description: | generates non-homogeneous Poisson process. |
| Usage: | y = simNHPP(lambda,parlambda,T,N) | |
| Input: | ||
| lambda | scalar, intensity function, sine function (lambda=0), linear function (lambda=1) or sine square function (lambda=2) | |
| parlambda | n x 1 vector, parameters of the intensity function lambda (n=2 for lambda=1, n=3 otherwise) | |
| 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=simNHPP(0,#(1,1,0),5,1)
y1=reduce(y1)
d1 = createdisplay(1,1)
adddata(d1,1,1,setmask(y1,"line","medium","red","style",1))
y2=simNHPP(1,#(1,1),5,1)
y2=reduce(y2)
adddata(d1,1,1,setmask(y2,"line","medium","blue","style",1))
Show two trajectories of non-homogeneous Poisson process