generatePP function

Poisson process

Generate realizations of an inhomogeneous Poisson process with an intensity function

generatePP(intens, Time, max.intens)

Arguments

• intens: Intensity function defined on [0,Time] (needs to be positive)
• Time: Final time
• max.intens: Upper bound of intensity on [0,Time]

Returns

Vector of realizations of the PP

Examples

# Generate a Poisson Process with intensity function
# intens= function(x) 100*x*exp(-8*x)
# and max.intens = 5

intens <- function(x) 100*x*exp(-8*x)

poissonProcess <- generatePP(intens, Time=30, max.intens=1)