Work

The nhppp package for simulating non-homogeneous Poisson point processes in R

Year: 2024

Type: article

Abstract: We introduce the nhppp package for simulating events from one dimensional non-homogeneous Poisson point processes (NHPPPs) in R fast and with a small memory footprint. We developed it to facilitate the sampling of event times in discrete event and statistical simulations. The package's functions are based on three algorithms that provably sample from a target NHPPP: the time-transformation of a homogeneous Poisson process (of intensity one) via the inverse of the integrated intensity function; the generation of a Poisson number of order statistics from a fixed density function; and the thinning of a majorizing NHPPP via an acceptance-rejection scheme. We present a study of numerical accuracy and time performance of the algorithms. We illustrate use with simple reproducible examples.

Source: PLoS ONE

DOI: 10.1371/journal.pone.0311311

Authors: Thomas A. Trikalinos, Yuliia Sereda

Institution: Brown University

Language: English

Topic: Point processes and geometric inequalities

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $2,290

Funders: Division of Cancer Prevention, National Cancer Institute, National Cancer Institute