pp_compensator: Compensators for point processes

In ppdiag: Diagnosis and Visualizations Tools for Temporal Point Processes

Description

Computes the compensator for included point processes

Usage

pp_compensator(object, events)

## Default S3 method:
pp_compensator(object, events)

## S3 method for class 'mmpp'
pp_compensator(object, events)

## S3 method for class 'hp'
pp_compensator(object, events)

## S3 method for class 'mmhp'
pp_compensator(object, events)

## S3 method for class 'hpp'
pp_compensator(object, events)

Arguments

object	a point process model
events	event times, which can have first value as 0

Value

compensator vector of rescaled interevent times

Examples

hpp_obj <- pp_hpp(lambda = 1)
events <- pp_simulate(hpp_obj, end = 10)
comp <- pp_compensator(hpp_obj, events)

ppdiag documentation built on Aug. 12, 2021, 5:07 p.m.