1
$\begingroup$

For a $ 100 000 $ realization of the inhomogenous Poisson random process

proc = InhomogeneousPoissonProcess[a*x, x];
sim = Sign@(#["Values"])[[-1]] & /@ Table[RandomFunction[proc, {0, 1}], 1000000] 

small part of the results has a form

Sign[Values]

(cca 50 values)

I think that Random function seems inevaluated, because analysis of the inner behavior of the formula

simTable = Table[RandomFunction[buyProc, {0, 1}], 1000000]; 
(Transpose@{Sign@(#["Values"])[[-1]] & /@ simTable, simTable}) // DeleteCases[#, {_Integer, _}] &

leads to repetition sequence of

{Sign["Values"], RandomFunction[InhomogeneousPoissonProcess[10 t,t], {0, 1}]}

This means that in several cases the function has not been evaluated at all. Not that the random part of the results would not be further processed (excepted result is {0 or 1, TemporalData}.

Where is the error and how to treat it?

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.