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poissonprozesses
2010 Jun 13
1
Simulating a Poisson Process in R by calling C Code over .Call
Hi
I want to write a C function for the R Code below and call it with .Call:
SimPoisson <- function(lambda,tgrid,T2M)
#Simulation eines Poissonprozesses
{
NT <- 0
Ni <- rep(0,length(tgrid))
tau <- 0
sign <- 0
if(lambda != 0)
{
i=1
j=1
while (1)
{
EVar <- rexp(1,lambda)
sign <- sign + EVar
if (sign > T2M)
{
break
}
tau[i] <- sign
i = i+1
for (j in j:length(tgrid))
{
if (t...