Learn R Programming

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

Version

Install

install.packages('coxsei')

Monthly Downloads

235

Version

0.3

License

GPL (>= 2)

Maintainer

Feng Chen

Last Published

February 8th, 2020

Functions in coxsei (0.3)

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