| Library: | times |
| See also: | simRPRP |
| Quantlet: | simRP | |
| Description: | generates renewal process. |
| Usage: | y = simRP(distrib,params,T,N,res) | |
| Input: | ||
| distrib | string, waiting time distribution | |
| params | n x 1 vector, parameters of the waiting time distribution, n=1 (exponential), n=2 (gamma, lognormal, Pareto, Weibull), n=3 (Burr, mixofexps) | |
| T | scalar, time horizon | |
| N | scalar, number of trajectories | |
| res | scalar, number of intervals generated in one loop | |
| Output: | ||
| y | 2*max+2 x N x 2 array, maximum number of jumps for all generated trajectories | |
library("xplore")
library("times")
library("plot")
randomize(101)
y1=simRP("exponential",1,5,1)
y1=reduce(y1)
d1 = createdisplay(1,1)
adddata(d1, 1, 1,setmask(y1,"line","medium","red", "style",1))
y2=simRP("Burr",#(3,2,1),5,1)
y2=reduce(y2)
adddata(d1, 1, 1,setmask(y2,"line","medium","blue", "style",1))
Show two trajectories of the renewal process.