Description Usage Arguments Value Author(s) See Also Examples
Calculates the minus loglikelihood of an (bivariate) RHawkes model
with given immigration hazard functions μ, common offspring
density functions h and bracnhing ratios η for event times
and event types data
on interval [0,cens]. The same as
mllMRH
although this version also returns the most recent
immigrant probabilities at the censoring.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | mllMRH1(data, cens, par,
h1.fn = function(x, p) 1 / p * exp( - x / p),
h2.fn = function(x, p) 1 / p * exp( - x / p),
mu1.fn = function(x, p){
exp(dweibull(x, shape = p[1], scale = p[2], log = TRUE) -
pweibull(x, shape = p[1], scale = p[2], lower.tail = FALSE,
log.p = TRUE))
},
mu2.fn = function(x, p){
exp(dweibull(x, shape = p[1], scale = p[2], log = TRUE) -
pweibull(x, shape = p[1], scale = p[2], lower.tail = FALSE,
log.p = TRUE))
},
H1.fn = function(x, p) pexp(x, rate = 1 / p),
H2.fn = function(x, p) pexp(x, rate = 1 / p),
Mu1.fn = function(x, p){
- pweibull(x, shape = p[1], scale = p[2], lower.tail = FALSE,
log.p = TRUE)
},
Mu2.fn = function(x, p){
- pweibull(x, shape = p[1], scale = p[2], lower.tail = FALSE,
log.p = TRUE)
})
|
data |
A two column matrix. The first column contains the event times sorted in ascending order. The second column contains the corresponding event type with the label one or two. |
cens |
A scalar. The censoring time. |
par |
A numeric vector. Contains the ten parameters of the model, in order of the immigration parameters μ(.) for the two renewal distributions, the two offspring parameters h(.) and lastly the four branching ratios η. |
h1.fn |
A (vectorized) function. The offspring density function for type one events. |
h2.fn |
A (vectorized) function. The offspring density function for type two events. |
mu1.fn |
A (vectorized) function. The immigration hazard function for events of type one. |
mu2.fn |
A (vectorized) function. The immigration hazard function for events of type two. |
H1.fn |
A (vectorized) function. Its value at |
H2.fn |
A (vectorized) function. Its value at |
Mu1.fn |
A (vectorized) function. Its value at |
Mu2.fn |
A (vectorized) function. Its value at |
mll |
minus log-likelihood |
p |
most recent immigrant probabilities at the censoring time |
n |
number of events |
Tom Stindl <t.stindl@unsw.edu.au> Feng Chen <feng.chen@unsw.edu.au>
1 2 3 4 5 6 7 8 9 10 11 | data <- cbind(sort(runif(1000,0,1000)),
sample(1:2, size = 1000, replace = TRUE))
tmp <- mllMRH1(data = data, cens = 1001,
par = c(3,1.2,1/3,0.2,1,1,0.5,0.2,0.2,0.3))
## last immigrant probabilities
lip <- tmp$p
## sample last immigrant at censoring time for component one and
## component two respectively
c(sample(0:1000, 1, replace = TRUE, prob = rowSums(lip)),
sample(0:1000, 1, replace = TRUE, prob = colSums(lip)))
|
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