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