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In lpint: Local Polynomial Estimators of the Intensity Function and Its Derivatives

Local Polynomail Estimators of the Intensity Function of a Counting Process and Its Derivatives

Description

Estimates the intensity function or its derivative of a give a given order using the local polynomial method with automatic bandwidth selection using a rule of thumb plug-in approach.

Details

Package:	lpint
Type:	Package
Version:	1.0
Date:	2012-09-21
License:	GPL (>=2.0)
LazyLoad:	yes

Author(s)

Feng Chen <[e-mail]> Maintainer: Feng Chen <[e-mail]>

References

Chen, F. (2011) Maximum local partial likelihood estimators for the counting process intensity function and its derivatives. Statistica Sinica 21(1): 107 -128. http://www3.stat.sinica.edu.tw/statistica/j21n1/J21N14/J21N14.html

Chen, F., Yip, P.S.F., & Lam, K.F. (2011) On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives. Scandinavian Journal of Statistics 38(4): 631 - 649. http://dx.doi.org/10.1111/j.1467-9469.2011.00733.x

Chen, F., Higgins, R.M., Yip, P.S.F. & Lam, K.F. (2008) Nonparametric estimation of multiplicative counting process intensity functions with an application to the Beijing SARS epidemic, Communications in Statistics - Theory and Methods 37: 294 - 306. http://www.tandfonline.com/doi/abs/10.1080/03610920701649035

Chen, F., Higgins, R.M., Yip, P.S.F. & Lam, K.F. (2008) Local polynomial estimation of Poisson intensities in the presence of reporting delays, Journal of the Royal Statistical Society Series C (Applied Statistics) 57(4): 447 - 459. http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9876.2008.00624.x/full

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