CIdelta.fun: Confidence intervals for lambda(t) using delta method

In NHPoisson: Modelling and Validation of Non Homogeneous Poisson Processes

Description

Given the \hat β covariance matrix (or its estimation), an approximate confidence interval for each λ(t) is calculated using the delta method.

Usage

CIdelta.fun(VARbeta, lambdafit, covariates, clevel = 0.95)

Arguments

VARbeta	(Estimated) Covariance matrix of the \hat β parameter vector.
lambdafit	Numeric vector of fitted values of the PP intensity \hat λ(t).
covariates	Matrix of covariates to estimate the PP intensity.
clevel	Confidence level of the confidence intervals. A value in the interval (0,1).

Value

A list with elements

LIlambda	Numeric vector of the lower values of the intervals.
UIlambda	Numeric vector of the upper values of the intervals.
lambdafit	Input argument.

Note

fitPP.fun calls CIdelta.fun when the argument is CIty='Delta'.

References

Casella, G. and Berger, R.L., (2002). Statistical inference. Brooks/Cole.

Cebrian, A.C., Abaurrea, J. and Asin, J. (2015). NHPoisson: An R Package for Fitting and Validating Nonhomogeneous Poisson Processes. Journal of Statistical Software, 64(6), 1-24.

See Also

CItran.fun, fitPP.fun, VARbeta.fun

Examples

aux<-CIdelta.fun(VARbeta=0.01, lambdafit=exp(rnorm(100)), covariates=matrix(rep(1,100)),
	 clevel=0.95)

NHPoisson documentation built on Feb. 19, 2020, 5:07 p.m.