generatePPConst function

Poisson process with piecewise constant intensities

Generate realizations of a Poisson process with piecewise constant intensities

generatePPConst(intens, Time)

Arguments

• intens: Vector with the constants of the intensities (defined on a regular partition of interval [0,Time])
• Time: Time

Examples

intens <- c(1,3,8)
constpp <- generatePPConst(intens, 10)