pearsonresidual: Compute Pearson residuals for point process models

In OwenWard/ppdiag: Diagnosis and Visualizations Tools for Temporal Point Processes

Compute Pearson residuals for point process models

Description

Compute Pearson residuals for point processes with specified parameters and events.

Usage

pearsonresidual(object, events, start, end, steps = 1000)

Arguments

object	point process model
events	vector of event times
start	start of observation period (default 0)
end	termination time (default final event)
steps	number of steps for numeric integration (if needed)

Value

the Pearson residual

Examples

Q <- matrix(c(-0.4, 0.4, 0.2, -0.2), ncol = 2, byrow = TRUE)
x <- pp_mmhp(Q,
  delta = c(1 / 3, 2 / 3), lambda0 = 0.9,
  lambda1 = 1.1, alpha = 0.8, beta = 1.2
)
y <- pp_simulate(x, n = 10)
ppdiag:::pearsonresidual.mmhp(x, events = y$events[-1])

OwenWard/ppdiag documentation built on Feb. 19, 2023, 11:34 a.m.