checkResidualProcess | R Documentation |
twinSIR
or twinstim
Transform the residual process (cf. the
residuals
methods for classes
"twinSIR"
and "twinstim"
) such that the transformed
residuals should be uniformly distributed if the fitted model
well describes the true conditional intensity function. Graphically
check this using ks.plot.unif
.
The transformation for the residuals tau
is
1 - exp(-diff(c(0,tau)))
(cf. Ogata, 1988).
Another plot inspects the serial correlation between the transformed
residuals (scatterplot between u_i
and u_{i+1}
).
checkResidualProcess(object, plot = 1:2, mfrow = c(1,length(plot)), ...)
object |
an object of class |
plot |
logical (or integer index) vector indicating if (which) plots of the
transformed residuals should be produced. The |
mfrow |
see |
... |
further arguments passed to |
A list (returned invisibly, if plot = TRUE
) with the following
components:
the residual process obtained by
residuals(object)
.
the transformed residuals which should be distributed as U(0,1).
the result of the ks.test
for the uniform
distribution of U
.
Sebastian Meyer
Ogata, Y. (1988) Statistical models for earthquake occurrences and residual analysis for point processes. Journal of the American Statistical Association, 83, 9-27
ks.plot.unif
and the
residuals
-method for classes
"twinSIR"
and "twinstim"
.
data("hagelloch")
fit <- twinSIR(~ household, data = hagelloch) # a simplistic model
## extract the "residual process", i.e., the fitted cumulative intensities
residuals(fit)
## assess goodness of fit based on these residuals
checkResidualProcess(fit) # could be better
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.