plot.profile.etasclass: plot method for profile.etasclass objects (profile likelihood...

In etasFLP: Mixed FLP and ML Estimation of ETAS Space-Time Point Processes for Earthquake Description

plot method for profile.etasclass objects (profile likelihood of ETAS model)

Description

plot method for profile.etasclass objects (profile likelihood of ETAS model). Plots a smooth interpolation of the profile likelihood of a parameter of an ETAS model, as output from profile.etasclass.

Usage

## S3 method for class 'profile.etasclass'
plot(x,prob=c(0.90,0.95,0.99), use.main = TRUE,...)

Arguments

x	An object of the class profile.etasclass.
prob	A vector of coverage probability for the asymptotic confidence interval computed using -2log(LR). Default value prob=c(0.90,0.95,0.99).

use.main	Logical. If use.main=TRUE then a title is printed in the profile plot
...	other arguments.

Details

Plots a spline interpolation of the profile likelihood for a parameter of the ETAS model for earthquake seismicity, computed with profile.etasclass;

the order of parametrs is: (mu, k0, c, p, a, gamma, d, q).

A plot method is defined for profile.etasclass objects. A number of grid points nprofile of 7 (the default) usually is enough to have a good interpolation of the profile likelihood.

Value

Plots a profile likelihood (in the scale -2log(LR)), and plots horizontal lines corresponding to the percentiles of a 1df chi-square variable of levels prob; the approximate confidence intervals corresponding to the levels prob are printed. Returns a list:

spline.profile	The spline interpolation of the profile likelihood.
conf	The approximate confidence intervals corresponding to the levels prob.
prob	The prob values used.

Note

A odd number of grid points nprofile is adviced, so that the central point is the unconstrained ML estimate for the profiled parameter, and the interpolation of the profile likelihood will have a better quality.

Author(s)

Marcello Chiodi, Giada Adelfio

See Also

eqcat, etasclass, profile.etasclass

Examples

## Not run: 
## see example in profile.etasclass

## End(Not run)

etasFLP documentation built on Sept. 14, 2023, 5:06 p.m.