Learn R Programming

PtProcess (version 3.3-7)

linksrm_convert: Parameter Conversion for Linked Stress Release Model

Description

Converts parameter values between two different parameterisations (described in Details below) of the linked stress release model.

Usage

linksrm_convert(params, abc=TRUE)

Arguments

params
a vector of parameter values of length $n^2+2n$, where $n$ is the number of regions in the model.
abc
logical. If TRUE (default), then the input value of params is that of the abc parameterisation. See Details for further explanation.

Value

  • A list object with the following components is returned:
  • paramsvector as specified in the function call.
  • avector of length $n$ as in the abc parameterisation.
  • bvector of length $n$ as in the abc parameterisation.
  • cn by $n$ matrix as in the abc parameterisation.
  • alphavector of length $n$ as in the alternative parameterisation.
  • nuvector of length $n$ as in the alternative parameterisation.
  • rhovector of length $n$ as in the alternative parameterisation.
  • thetan by $n$ matrix with ones on the diagonal as in the alternative parameterisation.

Details

If abc == TRUE, the conditional intensity for the $i$th region is assumed to have the form $$\lambda_g(t,i | {\cal H}_t) = \exp\left{ a_i + b_i\left[t - \sum_{j=1}^n c_{ij} S_j(t)\right]\right}$$ with params$= (a_1, \cdots, a_n, b_1, \cdots, b_n, c_{11}, c_{12}, c_{13}, \cdots, c_{nn})$.

If abc == FALSE, the conditional intensity for the $i$th region is assumed to have the form $$\lambda_g(t,i | {\cal H}_t) = \exp\left{ \alpha_i + \nu_i\left[\rho_i t - \sum_{j=1}^n \theta_{ij} S_j(t)\right]\right}$$ where $\theta_{ii}=1$ for all $i$, $n = \sqrt{\code{length(params)} + 1} - 1$, and params$$= (\alpha_1, \cdots, \alpha_n, \nu_1, \cdots, \nu_n, \rho_1, \cdots, \rho_n, \theta_{12}, \theta_{13}, \cdots, \theta_{1n}, \theta_{21}, \theta_{23}, \cdots, \theta_{n,n-1}).$$

See Also

linksrm_gif