Check the residual process of a fitted twinSIR or twinstim
Transform the residual process (cf. the
residuals methods for classes
"twinSIR" and "twinstim") such that the transformed
residuals should be uniformly distributed if the fitted model
well describes the true conditional intensity function. Graphically
check this using ks.plot.unif.
The transformation for the residuals tau is
1 - exp(-diff(c(0,tau))) (cf. Ogata, 1988).
Another plot inspects the serial correlation between the transformed
residuals (scatterplot between u_i and u_i+1).
checkResidualProcess(object, plot = 1:2, mfrow = c(1,length(plot)), ...)
object |
|
plot |
logical (or integer index) vector indicating if (which) plots of the
transformed residuals should be produced. The |
mfrow |
see |
... |
further arguments passed to |
A list (returned invisibly, if plot = TRUE) with the following
components:
the residual process obtained by
residuals(object).
the transformed residuals which should be distributed as U(0,1).
the result of the ks.test for the uniform
distribution of U.
Sebastian Meyer
Ogata, Y. (1988) Statistical models for earthquake occurrences and residual analysis for point processes. Journal of the American Statistical Association, 83, 9-27
ks.plot.unif and the
residuals-method for classes
"twinSIR" and "twinstim".
data("hagelloch")
fit <- twinSIR(~ household, data = hagelloch) # a simplistic model
## extract the "residual process", i.e., the fitted cumulative intensities
residuals(fit)
## assess goodness of fit based on these residuals
checkResidualProcess(fit) # could be betterPlease choose more modern alternatives, such as Google Chrome or Mozilla Firefox.