autointensity: Plot Autointensity Function of a Point Process

In swihart/event: Event History Procedures and Models

Description

autointensity plots the autointensity function of a point process, including a solid horizontal line indicating the constant intensity of a Poisson process.

Usage

autointensity(times, window=NULL, maxlag=max(times),
	ylab="Conditional probability", xlab="Lag",
	main="Autointensity function", xlim=c(0,max(times)),
	ylim=c(0,if(plotse)max(se1)else max(z$density)),
	lty=1, plot=TRUE, plotse=TRUE, add=FALSE, ...)

Arguments

times	Vector of times between events.
window	Width of grouping interval.
maxlag	Maximum lag to be calculated, by default the maximum interevent time.
plot	If FALSE, values are returned but the function is not plotted.
plotse	If TRUE, plots pointwise two-standard error bands around the curve.
add	If TRUE, add curve to an existing plot.
ylab	Plotting control options.
xlab	Plotting control options.
main	Plotting control options.
xlim	Plotting control options.
ylim	Plotting control options.
lty	Plotting control options.
...	Plotting control options.

Value

A list containing the coordinates of the plotted function and the standard error bands.

Author(s)

J.K. Lindsey

References

Guttorp, P. (1995) Stochastic Modeling of Scientific Data. Chapman & Hall, pp. 229, 238-240.

See Also

cprocess.

Examples

times <- rgamma(100,2,scale=4)
autointensity(times, window=3)

swihart/event documentation built on May 30, 2019, 9:38 p.m.