I have found the following Matlab code to simulate a Non-homogeneous Poisson Process
function x = nonhomopp(intens,T)
% example of generating a
% nonhomogeneousl poisson process on [0,T] with intensity function intens
x = 0:.1:T;
m = eval([intens 'x']);
m2 = max(m); % generate homogeneouos poisson process
u = rand(1,ceil(1.5*T*m2));
y = cumsum(-(1/m2)*log(u)); %points of homogeneous pp
y = y(y<T); n=length(y); % select those points less than T
m = eval([intens 'y']); % evaluates intensity function
y = y(rand(1,n)<m/m2); % filter out some points
hist(y,10)
% then run
% t = 7 + nonhomopp('100-10*',5)
I am new to Matlab and having trouble understanding how this works. I have read the Mathworks pages on all of these functions and am confused in four places:
1) Why is the function defined as x and then the intervals also called x? Like is this an abuse of notation?
2) How does the square brackets affect eval,
eval([intens 'x'])
and why is x in single quotations?
3) Why do they use cumsum instead of sum?
4) The given intensity function is \lambda (t) = 100 - 10*(t-7) with 7 \leq t \leq 12
How does t = 7 + nonhomopp('100-10*',5)
represent this?
Sorry if this is so much, thank you!