nhppp - Simulating Nonhomogeneous Poisson Point Processes
Simulates events from one dimensional nonhomogeneous
Poisson point processes (NHPPPs) as per Trikalinos and Sereda
(2024, <doi:10.48550/arXiv.2402.00358> and 2024,
<doi:10.1371/journal.pone.0311311>). 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 (Cinlar E, "Theory of stochastic processes" (1975,
ISBN:0486497996)); 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 (Lewis PAW,
Shedler, GS (1979) <doi:10.1002/nav.3800260304>).