[R] Simulating a Poisson Process in R by calling C Code over .Call

[Fabian Zäpernick]

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 (tgrid[j] < sign)
				{
					Ni[j] <- NT
				}else
				{
					break
				}
			}
			NT <- NT + 1
		}
		for (j in j:length(tgrid))
		{
			Ni[j] <- NT
		}
  	}
	return(list(NT=NT,Ni=Ni,tau=tau))
}

I read the manual "writing R extensions" over and over again, but i have
no idea, how to solve the problem with tau because i dont no the length
of tau at the begining of the function

Fabian