Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

rxPp

Simulate a from a Poisson process


Description

Simulate a from a Poisson process

Usage

rxPp(
  n,
  lambda,
  gamma = 1,
  prob = NULL,
  t0 = 0,
  tmax = Inf,
  randomOrder = FALSE
)

Arguments

n

Number of time points to simulate in the Poisson process

lambda

Rate of Poisson process

gamma

Asymmetry rate of Poisson process. When gamma=1.0, this simulates a homogenous Poisson process. When gamma<1.0, the Poisson process has more events early, when gamma > 1.0, the Poisson process has more events late in the process.

When gamma is non-zero, the tmax should not be infinite but indicate the end of the Poisson process to be simulated. In most pharamcometric cases, this will be the end of the study. Internally this uses a rate of:

l(t) = lambdagamma(t/tmax)^(gamma-1)

prob

When specified, this is a probability function with one argument, time, that gives the probability that a Poisson time t is accepted as a rejection time.

t0

the starting time of the Poisson process

tmax

the maximum time of the Poisson process

randomOrder

when TRUE randomize the order of the Poisson events. By default (FALSE) it returns the Poisson process is in order of how the events occurred.

Value

This returns a vector of the Poisson process times; If the dropout is >= tmax, then all the rest of the times are = tmax to indicate the dropout is equal to or after tmax.

Author(s)

Matthew Fidler

Examples

## Sample homogenous Poisson process of rate 1/10
rxPp(10, 1/10)

## Sample inhomogenous Poisson rate of 1/10

rxPp(10, 1/10,gamma=2,tmax=100)

## Typically the Poisson process times are in a sequential order,
## using randomOrder gives the Poisson process in random order

rxPp(10, 1/10,gamma=2,tmax=10, randomOrder=TRUE)

## This uses an arbitrary function to sample a non-homogenous Poisson process

rxPp(10, 1/10, prob=function(x){1/x})

RxODE

Facilities for Simulating from ODE-Based Models

v1.0.9
GPL (>= 3)
Authors
Matthew L. Fidler [aut] (<https://orcid.org/0000-0001-8538-6691>), Melissa Hallow [aut], Wenping Wang [aut, cre], Zufar Mulyukov [ctb], Alan Hindmarsh [ctb], Awad H. Al-Mohy [ctb], Matt Dowle [ctb], Cleve Moler [ctb], David Cooley [ctb], Drew Schmidt [ctb], Arun Srinivasan [ctb], Ernst Hairer [ctb], Gerhard Wanner [ctb], Goro Fuji [ctb], Hadley Wickham [ctb], Jack Dongarra [ctb], Linda Petzold [ctb], Martin Maechler [ctb], Matteo Fasiolo [ctb], Morwenn [ctb], Nicholas J. Higham [ctb], Roger B. Sidje [ctb], Simon Frost [ctb], Kevin Ushey [ctb], Yu Feng [ctb]
Initial release

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.