NPPMLE and NPPSIM: Software for estimating and simulating nonhomogeneous Poisson processes having cyclic behavior

NPPMLE and NPPSIM: Software for estimating and simulating nonhomogeneous Poisson processes having cyclic behavior

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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: , ,
Abstract:

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.

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