sepp.resid: Calculate the self exciting point process residuals

In IHSEP: Inhomogeneous Self-Exciting Process

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.