[R] Weibull point process

Torbjørn Ergon t.h.ergon at bio.uio.no
Thu Sep 15 09:24:08 CEST 2011


 On Thu, 15 Sep 2011 09:47:35 +1200, Rolf Turner 
 <rolf.turner at 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).

 Cheers,

 Torbjørn



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