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


(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?


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.