coxsei: Fitting a CoxSEI Model

It fits a CoxSEI (Cox type Self-Exciting Intensity) model to right-censored counting process data.

Author
Feng Chen <feng.chen@unsw.edu.au>
Date of publication
2015-02-24 08:03:34
Maintainer
Feng Chen <feng.chen@unsw.edu.au>
License
GPL (>= 2)
Version
0.1

View on CRAN

Man pages

coxsei
CoxSEI model
coxseiest
Function to estimate the parametric part of the Cox...
coxseiexp
CoxSEI model with exponential function
coxseifit.ex
CoxSEI model with exponential function
coxseiInt
Calculate the estimator of the cumulative baseline intensity...
coxsei-package
Fit a Cox-type self-exciting intensity model (CoxSEI) to...
coxseisim
A function to simulate a CoxSEI process conditional on...
CumInt
Cumulative intensity function
dat
A simulated data set from a CoxSEI model
Dens
Density function
Dist
Distribution function
Quant
Quantile function
RND
Random number generator
Surv
Survival function

Files in this package

coxsei
coxsei/src
coxsei/src/coxseiEst-ll2.c
coxsei/src/coxseiEst-ll.c
coxsei/src/rndhaz.c
coxsei/NAMESPACE
coxsei/data
coxsei/data/dat.rda
coxsei/R
coxsei/R/Dist.R
coxsei/R/coxseiest3.R
coxsei/R/coxseiest2.R
coxsei/R/coxseisim.R
coxsei/R/Dens.R
coxsei/R/coxseiest.R
coxsei/R/CumInt.R
coxsei/R/RND.R
coxsei/R/coxseiInt.R
coxsei/R/Quant.R
coxsei/R/Surv.R
coxsei/R/coxseifit.R
coxsei/R/zzz.R
coxsei/MD5
coxsei/DESCRIPTION
coxsei/man
coxsei/man/Quant.Rd
coxsei/man/RND.Rd
coxsei/man/coxsei.Rd
coxsei/man/coxseisim.Rd
coxsei/man/coxseifit.ex.Rd
coxsei/man/coxseiest.Rd
coxsei/man/dat.Rd
coxsei/man/coxsei-package.Rd
coxsei/man/Dist.Rd
coxsei/man/coxseiInt.Rd
coxsei/man/CumInt.Rd
coxsei/man/Surv.Rd
coxsei/man/coxseiexp.Rd
coxsei/man/Dens.Rd