Blog Archives

Generating a non-homogeneous Poisson process

December 21, 2012
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Generating a non-homogeneous Poisson process

Consider a Poisson process , with non-homogeneous intensity . Here, we consider a deterministic function, not a stochastic intensity. Define the cumulated intensity in the sense that the number of events that occurred between time  and  is a random variable that is Poisson distributed with parameter  . For example, consider here a cyclical Poisson process, with intensity lambda=function(x) 100*(sin(x*pi)+1) To compute...

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Save R objects, and other stuff

November 29, 2012
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Save R objects, and other stuff

Yesterday, Christopher asked me how to store an R object, in order to save some time, when working on the project. First, download the csv file for searches related to some keyword, via http://www.google.com/trends/, for instance “sunglasses“. Recall that csv files store tabular data (numbers and text) in plain-text form, with comma-separated values (where csv term comes from). Even...

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