sepp.resid {IHSEP}

Calculate the self exciting point process residuals

Description

Calculate the self exciting point process residuals

Usage

sepp.resid(jtms, Tau, Inu, Ig)

Arguments

jtms

A numerical vector containing the event times of the SEPP in ascending order

Tau

A numerical scalar giving the censoring time, which should be greater than or equal to the event time

Inu

A function that gives the integral of the baseline event rate function \nu(t) from 0 to the argument of the function

Ig

A function that gives the integral of the excitation function g(t) from 0 to the argument of the function

Value

A numerical vector containing the SEPP residuals \Lambda(t_i) where \Lambda is the cumulative intensity process.