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Simulation of counting processes and piecewise constant functions

[ctimes, cval]=linjpcut(jmpti... LINJPCUT Truncate piecewise linear functions at a given time.
[ctimes, cval]=staircut(jmpti... STAIRCUT Truncate piecewise constant functions at a given time.
[ctimes, le_ij, cle_ij, exi, ... STTIMESCUT Truncate nondecreasing sequences at a given point.
countpath(cdir) COUNTPATH add the counting processes and random number
distrmu(distr, dpar) DISTRMU a table-lookup function. For a given handle to an external
distrstat(distr, dpar)
onoff(nproc, maxtime, on_dist... ONOFF generate N independent stationary on-off processes. An
rencount(nproc, maxtime, dist... % RENCOUNT Simulate independent renewal counting processes
renewpp(nproc, maxtime, distr... RENEWPP Generate a matrix of N independent renewal point
renrew(nproc, maxtime, ren1_d... % RENREW Generate N independent renewal reward processes
renuni(nproc, maxtime) RENUNI Generate a matrix of N independent renewal counting
simbinom(npoints, n, p) SIMBINOM random numbers from binomial distribution
simdiscr(npoints, pdf, val) SIMDISCR random numbers from a discrete random
simexp(M, N, lambda) SIMEXP random numbers from exponential distribution
simgeom(npoints, p) SIMGEOM random numbers from geometric distribution
simlinear(M, N)
simpareto(M, N, alpha) SIMPARETO random numbers from Pareto distribution:
simparetonrm(M, N, alpha, gam... SIMPARETONRM Generate a matrix of random numbers from the
stairintegr(jptimes, fval, st... % STAIRINTEGR Integrate piecewise constant (stair) functions. The results
stairsum(jmptimes, fval) % STAIRSUM Add piecewise constant (stair) functions.
stsumplot(jptimes, fval, stim... STSUMPLOT Plot piecewise constant functions and their sum. The
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Simulation of counting processes and piecewise constant functions

by Ingemar Kaj Raimundas Gaigalas

06 Jan 2006 (Updated 09 Jan 2006)

Simulate renewal, renewal reward, on-off processes

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Description

Vectorized code for simulation of renewal, stationary renewal, renewal reward, on-off processes. Interrenewal distribution can be given as a function handle to an external random number generator. Includes addition and integration of such processes. May be used for operations with constant piecewise (stair) functions or simulation of point processes. See
http://www.math.uu.se/research/telecom/software/

MATLAB release

MATLAB 6.5 (R13)

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Everyone's Tags	counting process, onoff proc, probability, renewal process, renewal reward process, statistics
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Comments and Ratings (1)
16 Jan 2012	yogiswara yutadi	thanks

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Tag Activity for this File
Tag	Applied By	Date/Time
statistics	Ingemar Kaj Raimundas Gaigalas	22 Oct 2008 08:11:33
probability	Ingemar Kaj Raimundas Gaigalas	22 Oct 2008 08:11:33
counting process	Ingemar Kaj Raimundas Gaigalas	22 Oct 2008 08:11:33
renewal process	Ingemar Kaj Raimundas Gaigalas	22 Oct 2008 08:11:33
renewal reward process	Ingemar Kaj Raimundas Gaigalas	22 Oct 2008 08:11:33
onoff proc	Ingemar Kaj Raimundas Gaigalas	22 Oct 2008 08:11:33

Highlights from Simulation of counting processes and piecewise constant functions

Simulation of counting processes and piecewise constant functions

Highlights from
Simulation of counting processes and piecewise constant functions