RDocumentation
Moon
Learn R
Search all packages and functions
coxsei (version 0.3)
Fitting a CoxSEI Model
Description
Fit a CoxSEI (Cox type Self-Exciting Intensity) model to right-censored counting process data.
Copy Link
Copy
Link to current version
Version
Version
0.3
0.1
Down Chevron
Install
install.packages('coxsei')
Monthly Downloads
171
Version
0.3
License
GPL (>= 2)
Maintainer
Feng Chen
Last Published
February 8th, 2020
Functions in coxsei (0.3)
Search functions
Quant
Quantile function
coxseiest
Function to estimate the parametric part of the Cox (proportional intensity) self-exciting point process (CoxSEI) model
RND
Random number generator
coxseiInt
Calculate the estimator of the cumulative baseline intensity function in the CoxSEI model.
Surv
Survival function
dat
A simulated data set from a CoxSEI model
coxseiexp
CoxSEI model with exponential function
coxsei
CoxSEI model
coxsei-package
Fit a Cox-type self-exciting intensity model (CoxSEI) to right-censored counting process data
coxseisim
A function to simulate a CoxSEI process conditional on specified covariate values
coxseifit.ex
CoxSEI model with exponential function
Dist
Distribution function
CumInt
Cumulative intensity function
Dens
Density function