dNtoTimes

vector of differences of counting process


Vector of Poisson process differences are translated to a vector of event times.


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.

dNtoTimes: Transformation of NHPP variables to event times

Description

Usage

Arguments