sepp.resid: Calculate the self exciting point process residuals

View source: R/sepp.resid.R

sepp.residR Documentation

Calculate the self exciting point process residuals

Description

Calculate the self exciting point process residuals

Usage

sepp.resid(jtms, Tau, Inu, Ig)

Arguments

jtms

A numerical vector containing the event times of the SEPP in ascending order

Tau

A numerical scalar giving the censoring time, which should be greater than or equal to the event time

Inu

A function that gives the integral of the baseline event rate function ν(t) from 0 to the argument of the function

Ig

A function that gives the integral of the excitation function g(t) from 0 to the argument of the function

Value

A numerical vector containing the SEPP residuals Λ(t_i) where Λ is the cumulative intensity process.


IHSEP documentation built on Sept. 17, 2022, 1:05 a.m.