View source: R/profile.etasclass.R
profile.etasclass | R Documentation |
profile method for etasclass objects (ETAS model).
## S3 method for class 'etasclass'
profile(fitted,iprofile =1,
nprofile =7,
kprofile =3,
profile.approx =FALSE,...)
fitted |
An object of the class |
.
iprofile |
An integer in the range 1-7. Profile likelihood will be computed with respect to the parameter of index |
nprofile |
Number of values of |
kprofile |
Maximum absolute standardized value for |
profile.approx |
if |
... |
other arguments. |
Profile likelihood for the iprofile
-th parameter of the ETAS model for earthquake seismicity, estimated with etasclass
; the order of parameters is: mu
,k0
,c
,p
,gamma
,d
,q
and betacov
.
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. The profile is computed using the final estimation of the background seismicity used to obtain the object etas
of class etasclass
and regardless to the method used. The computing time (for each of the nprofile
values) is generally less than a single execution of etasclass
without clustering, because only ML estimation is performed. Parameters not estimated in etas
(with params.ind[i]=FALSE
) will remain fixed do the value params.fix[i]
.
To obtain profiles for different parameters, run profile.etasclass
with different values of iprofile
.
Returns a list:
params.vec |
vector of values of the parameter |
logl.vec |
vector of likelihoods corresponding to the values of |
plot
method is defined to represent profile likelihood (in scale -2log(LR)), using a spline interpolation through grid points, with superimposition of approximate confidence intervals.
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.
Marcello Chiodi, Giada Adelfio
eqcat
, etasclass
, plot.profile.etasclass
## Not run: ##
data("italycatalog")
# load a sample catalog of italian seismicity
etas.flp<-etasclass(italycatalog,
magn.threshold = 3.0, magn.threshold.back = 3.5,
k0 = 0.005, c = 0.005, p = 1.01, gamma = 0.6, q = 1.52, d = 1.1,
params.ind = c(TRUE, TRUE, TRUE, TRUE, TRUE, TRUE, TRUE),
formula1 = "time ~ magnitude- 1", declustering = TRUE,
thinning = FALSE, flp = TRUE, ndeclust = 15,
onlytime = FALSE, is.backconstant = FALSE,
description = "etas flp",sectoday = TRUE,
usenlm = TRUE, epsmax = 0.001)
# execution of etasclass for events with minimum magnitude of 3.0.
# The events with magnitude at least 3.5 are used to build a first approximation
# for the background intensity function
# (magn.threshold.back=3.5)
## compute profile likelihood for the first parameter (mu)
system.time( prof.flp <- profile(etas.flp, nprofile = 7, iprofile = 1))
plot(prof.flp)
#### output:
Asymptotic confidence intervals:
Coverage Lower Upper
1 0.90 0.335 0.376
2 0.95 0.334 0.378
3 0.99 0.329 0.385
## End(Not run)
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