lpint (version 2.1)

Local Polynomial Estimators of the Intensity Function and Its Derivatives

Description

Functions to estimate the intensity function and its derivative of a given order of a multiplicative counting process using the local polynomial method.

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Version

Install

install.packages('lpint')

Monthly Downloads

237

Version

2.1

License

GPL (>= 2.0)

Maintainer

Feng Chen

Last Published

April 12th, 2022

Functions in lpint (2.1)

lplikint

Partial likelihood based local polynomial estimators of the counting process intensity function and its derivatives

lpint

Martingale estimating equation local polynomial estimator of counting process intensity function and its derivatives

lpint-package

Local Polynomail Estimators of the Intensity Function of a Counting Process and Its Derivatives