Fitting a CoxSEI Model

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 |

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