On 15/09/11 19:24, Torbjørn Ergon wrote:
On Thu, 15 Sep 2011 09:47:35 +1200, Rolf Turner
<rolf.tur...@xtra.co.nz> wrote:
On 15/09/11 07:21, Torbjørn Ergon wrote:
Dear list,
I'm looking for a function to generate (simulate) a random Weibull
point process. Can anyone help?
Cheers,
Torbjørn Ergon, University of Oslo
Do you mean a renewal process with the inter-event times having
a Weibull distribution? Should be trivial to code up, using rweibull.
cheers,
Rolf Turner
Thanks for your reply!
Yes, in a way - but the parameters of the Weibull must change after
each event. I'm trying to simulate events that can happen multiple
times thru the life of an individual and where the hazard rate is age
dependent according to a Weibull hazard. Hence, after the first event
has occurred at time t1 the hazard rate should be h(x; t1,
shape,scale) = (shape/scale)*((x-t1)/scale)^(shape-1). This doesn't
seem trivial to do using 'rweibull' - but perhaps I'm missing
something (trivial).
Unless I am terribly confused your hazard function is just the hazard
function
of a Weibull distribution ``starting off'' from t1 rather than starting
off from 0.
So a random variable having that hazard function would have the same
distribution
as t1 + X where X is Weibull with the given shape and scale.
So you can just create the points of your process as the cumulative sum of
a number of independent Weibull variates.
Perhaps I'm not seeing things correctly. If so, would some wiser person
please chip in and
set me straight?
cheers,
Rolf Turner
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