gof: Goodness of fit plots and KS tests for a Hawkes process.
In peterhalpin/hawkes: EM estimation of multivariate Hawkes process
View source: R/hawkes_em_functions.R
gof R Documentation
Goodness of fit plots and KS tests for a Hawkes process.
Description
If parms is missing, fit is reported for homogeneous Poisson process.
Usage
gof(pp_obj, parms, kernel_type = "dgamma")
Arguments
pp_obj
a pp object.
parms
parameters of the Hawkes process formatted as described for set_parms. If missing, output is for homogeneous Poisson process.
kernel_type
currently only implemented for "dgamma".
Value
qq plot of residual waiting times with KS test(s) against exp(1).
peterhalpin/hawkes documentation built on July 2, 2023, 1:04 p.m.
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View source: R/hawkes_em_functions.R
| gof | R Documentation |
Goodness of fit plots and KS tests for a Hawkes process.
Description
If parms is missing, fit is reported for homogeneous Poisson process.
Usage
gof(pp_obj, parms, kernel_type = "dgamma")
Arguments
pp_obj |
a |
parms |
parameters of the Hawkes process formatted as described for |
kernel_type |
currently only implemented for |
Value
qq plot of residual waiting times with KS test(s) against exp(1).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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