Fitting a CoxSEI Model


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Documentation for package ‘coxsei’ version 0.3

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coxsei-package Fit a Cox-type self-exciting intensity model (CoxSEI) to right-censored counting process data
coxsei CoxSEI model
coxsei.default CoxSEI model
coxseiest Function to estimate the parametric part of the Cox (proportional intensity) self-exciting point process (CoxSEI) model
coxseiest2 Function to estimate the parametric part of the Cox (proportional intensity) self-exciting point process (CoxSEI) model
coxseiest3 Function to estimate the parametric part of the Cox (proportional intensity) self-exciting point process (CoxSEI) model
coxseiexp CoxSEI model with exponential function
coxseifit.ex CoxSEI model with exponential function
coxseiInt Calculate the estimator of the cumulative baseline intensity function in the CoxSEI model.
coxseisim A function to simulate a CoxSEI process conditional on specified covariate values
CumInt Cumulative intensity function
dat A simulated data set from a CoxSEI model
Dens Density function
Dist Distribution function
plot.coxsei CoxSEI model
print.coxsei CoxSEI model
print.summary.coxsei CoxSEI model
Quant Quantile function
RND Random number generator
summary.coxsei CoxSEI model
Surv Survival function