checkResidualProcess: Check the residual process of a fitted twinSIR or twinstim
Description
Transform the residual process (cf. the
residuals methods for classes
"twinSIR" and "twinstim") such that the transformed
residuals should be uniformly distributed if the fitted model
well describes the true conditional intensity function. Graphically
check this using ks.plot.unif.
The transformation for the residuals tau is
1 - exp(-diff(c(0,tau))) (cf. Ogata, 1988).
Another plot inspects the serial correlation between the transformed
residuals (scatterplot between u_i and u_{i+1}).Usage
checkResidualProcess(object, plot = 1:2, mfrow = c(1,length(plot)), ...)
Arguments
plot
logical (or integer index) vector indicating if (which) plots of the
transformed residuals should be produced. The plot index 1
corresponds to a ks.plot.unif to check for deviation Value
- A list (returned invisibly, if
plot = TRUE) with the following
components:
[object Object],[object Object],[object Object]
References
Ogata, Y. (1988)
Statistical models for earthquake occurrences and residual analysis
for point processes.
Journal of the American Statistical Association, 83, 9-27Examples
Run this code## load the twinSIR() fit
data("foofit")
checkResidualProcess(foofit)
Run the code above in your browser using DataLab