NHPP-class: S4 class of model informations for non-homogeneous Poisson...

In BaPreStoPro: Bayesian Prediction of Stochastic Processes

Description

Informations of NHPP with cumulative intensity function Λ(t, ξ).

Slots

xi

parameter ξ

Lambda

function Λ(t,ξ)

priorDensity

prior density function for ξ

start

list of starting values for the Metropolis within Gibbs sampler

Examples

parameter <- list(xi = c(2, 0.2))
Lambda <- function(t, xi) (t / xi[2])^xi[1]
priorDensity <- function(xi) dgamma(xi, c(2, 0.2), 1)
start <- parameter
model <- set.to.class("NHPP", parameter, start = start, Lambda = Lambda,
   priorDensity = priorDensity)

BaPreStoPro documentation built on May 2, 2019, 3:34 p.m.