模拟到时刻T为止,poisson过程发生的事件数及各自对应的时刻,程序如下:
pois.proc2 = function(T,lambda) {
N = 0;S = 0;i = 0;p <- exp(-lambda*T);F = p
u = runif(1)
while(u>=F){
p <- lambda*T*p/(i+1); F = F+p
i <- i+1
}
N = i
U = runif(N)
S = sort(T*U)
list(N=N,S=S)
}
然后运行得到输出结果:
> pois.proc2(100,0.3)
$N
[1] 24
$S
[1] 5.502204 8.206250 8.230702 8.611903 21.547778 23.530607 29.561503 36.539901 39.507731 52.475118
[11] 67.250206 70.896497 71.734947 74.513169 76.546803 76.833238 77.657784 79.273732 82.012393 85.144214
[21] 92.746250 96.489299 99.500813 99.964617
现在我想知道如何提取N的值比如说24,以及S中的某个值如第三个8.230702 ?求高手帮忙解答呀~万分感恩!


雷达卡





京公网安备 11010802022788号







