Article ID: | iaor19951534 |
Country: | Netherlands |
Volume: | 15 |
Issue: | 5 |
Start Page Number: | 273 |
End Page Number: | 282 |
Publication Date: | Jun 1994 |
Journal: | Operations Research Letters |
Authors: | Wilson James R., Johnson Mary A., Lee Sanghoon |
The authors describe portable software for estimating and simulating a nonhomogeneous Poisson process whose rate function is exponential and may include a polynomial or a sinusoidal component. Program NPPMLE computes maximum-likelihood estimates of the rate-function parameters from a series of event epochs. Given the rate-function parameters, program NPPSIM simulates the process via a thinning scheme.