R: Compute confidence intervals for the beta parameters

confintAsin.fun {NHPoisson}

R Documentation

Compute confidence intervals for the `\beta` parameters

Description

This function computes confidence intervals for the \beta parameters.

Usage

confintAsin.fun(mlePP, level = 0.95)

Arguments

`mlePP`	A `"mlePP"`-class object; usually the output from `fitPP.fun`.
`level`	The confidence level required for the intervals.

Details

The confidence intervals calculated by this function are based on the asymptotic normal approximation of th MLE of the \beta parameters, that is ( \hat \beta -z_{(1-\alpha/2)}s.e.(\hat \beta ), \hat \beta +z_{(1-\alpha/2)} s.e.(\hat \beta ) ) with \alpha=1-level

Value

A matrix with two columns, the first contains the lower limits of the confidence intervals of all the parameters and the second the upper limits.

References

Casella, G. and Berger, R.L., (2002). Statistical inference. Brooks/Cole.

Cebrian, A.C., Abaurrea, J. and Asin, J. (2015). NHPoisson: An R Package for Fitting and Validating Nonhomogeneous Poisson Processes. Journal of Statistical Software, 64(6), 1-24.

Examples

data(BarTxTn)

covB<-cbind(cos(2*pi*BarTxTn$dia/365), sin(2*pi*BarTxTn$dia/365), 
	BarTxTn$TTx,BarTxTn$Txm31,BarTxTn$Txm31**2)

BarEv<-POTevents.fun(T=BarTxTn$Tx,thres=318, 
	date=cbind(BarTxTn$ano,BarTxTn$mes,BarTxTn$dia))

mod1B<-fitPP.fun(covariates=covB, 
	posE=BarEv$Px, inddat=BarEv$inddat,
	tit="BAR Tx; cos, sin, TTx, Txm31, Txm31**2", 
	start=list(b0=-100,b1=1,b2=-1,b3=0,b4=0,b5=0))

confintAsin.fun(mod1B)

[Package NHPoisson version 3.3 Index]

Compute confidence intervals for the \beta parameters