50 lines
1.0 KiB
Plaintext
50 lines
1.0 KiB
Plaintext
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---
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title: "Comparaison of methods"
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output: pdf_document
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---
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```{r}
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PoissonProcess <- function(lambda,T) {
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return(sort(runif(rpois(1,lambda*T),0,T)))
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pp1=PoissonProcess(lambda0,Ti)
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print(pp1)
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plot(c(0,pp1),0:length(pp1),type="s",xlab="time t",ylab="number of events by time t")
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pp2=PoissonProcess(lambda1,Ti)
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print(pp2)
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plot(c(0,pp2),0:length(pp2),type="s",xlab="time t",ylab="number of events by time t")
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#time between events
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n1=length(pp1)
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tbe1=pp1[2:n1]-pp1[1:n1-1]
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tbe1
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n2=length(pp2)
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tbe2=pp2[2:n2]-pp2[1:n2-1]
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tbe2
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ks.test(tbe1,pexp,lambda0, alternative="two.sided")
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ks.test(tbe2,pexp,lambda1, alternative="two.sided")
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```
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Local score
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```{r}
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lambda0 = 1
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lambda1 = 2
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library("localScore")
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E = 10
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X = floor(E*log(dexp(tbe1, rate = lambda1)/dexp(tbe1, rate = lambda0)))
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max_X = max(X)
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min_X = min(X)
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P_X = table(factor(X, levels = min_X:max_X))/length(X)
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LS=localScoreC(X)$localScore[1]
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LS
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result = daudin(localScore = LS, score_probabilities = P_X, sequence_length = length(x), sequence_min = min_X, sequence_max = max_X)
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result
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```
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