TimestoN

times


Transformation of vector of event times to the corresponding counting process variables.


Bayesian estimation and prediction for stochastic processes based
on the Euler approximation. Considered processes are: jump diffusion,
(mixed) diffusion models, hidden (mixed) diffusion models, non-homogeneous
Poisson processes (NHPP), (mixed) regression models for comparison and a
regression model including a NHPP.

TimestoN: Transformation of event times to NHPP

Description

Usage

Arguments