Description Usage Arguments Details Value Author(s) See Also Examples
Computes the integral with respect to a marked point process. Either the integrated process with jump sizes as weights is computed, or the integrated process with respect to the counting process is computed.
1 2 | ## S4 method for signature 'MarkedPointProcess'
integrator(object, f = 1, jumpVar = '', result = 'JumpProcess', ...)
|
object |
a |
f |
a |
jumpVar |
a |
result |
a |
... |
other arguments passed to |
The integral computed is with respect to all points in the marked
point process. If the integral with respect to the process having only
a subset of the marks is needed, use the subset
function on the object to
select the appropriate subset of marks.
It is possible to integrate functions that depend upon marks or mark
values. This can be done either by precomputing the function
evaluations, or by specifying f
to take more than one argument,
so that it works correctly as a vectorized function, and supply the
additional arguments in the call of integrator
.
A JumpProcess
object or a numeric vector. Note that some information is
lost when returning just a numeric, e.g. the unit identifications.
Niels Richard Hansen, Niels.R.Hansen@math.ku.dk.
jumpProcess
, MarkedPointProcess
, JumpProcess
, subset
.
1 2 3 4 5 6 7 8 9 10 11 12 | MP <- data.frame(time = seq(5, 95, 10),
markType = rep("foo", 10),
jump = rnorm(10))
## The counting process only
plot(integrator(markedPointProcess(MP, 1:100)))
## The integrated pure jump process.
plot(integrator(markedPointProcess(MP, 1:100), jumpVar = 'jump'))
## With an integrand
plot(integrator(markedPointProcess(MP, 1:100), f = cos))
|
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