Changes {PtProcess} | R Documentation |
This page contains a listing of recent changes made to functions, and known general problems.
*.cif
functions. In Version 2, these were referred to as “conditional intensity functions”, which is really a slightly more general class. In keeping with Daley & Vere-Jones (2003) we now call them ground intensity functions, with a suffix of “gif”. Further, the dot has been replaced by an underscore, e.g. etas.cif
to etas_gif
. This is to lessen the possibility of future conflicts with object orientated naming conventions in the R language. (28 Apr 2008)
eval.pts
and t.plus
in the ground intensity functions have been renamed to evalpts
and tplus
, respectively. This is to lessen the possibility of future conflicts with object orientated naming conventions in the R language. (28 Apr 2008)
logLik
: the log-likelihood calculated in package Versions before Version 3 did not have the sum over the mark density term (see topic logLik
, under “Details”). This term can also be excluded in this Version of the package by placing NULL
for the mark density in the mpp
object, see example below. (28 Apr 2008)
neglogLik
for further details. (28 Apr 2008)
neglogLik
: the format of this function has been changed to be consistent with that in package HiddenMarkov. Argument updatep
renamed as pmap
. (07 Aug 2008)
simulate
: manual page revised to include more information about controlling the length of the simulated series. (18 Nov 2008)
mpp
: example modified due to warning messages caused by negative lambda_g(t|Ht). (18 Nov 2008)
marks
: manual page revised to include more information. (18 Nov 2008)
mpp
: fuller description to argument marks
on manual page. (19 Nov 2008)
Phuket
: new dataset added. (4 Dec 2008)
linksrm_gif
, marks
: remove some LaTeX specific formatting to be compatible with R 2.9.0. (26 Jan 2009)
name
of the gif function.
linksrm_gif
: Use of St1
and St2
. Is there a tidier way? Also utilise this feature in srm_gif
.
mpp
framework? Is it necessary to define another more general model class? Is there another class of models similar in nature to the class defined for linksrm
?
forecast
, to produce probability forecasts. This would be based on simulating empirical probability distributions.
linksrm_convert
to map between the two main parameterisations of the ETAS model.
gif
(if they require its value). It (gif
) has been defined in the method functions.
# SRM: magnitude is iid exponential with bvalue=1 # simulate and calculate the log-likelihood TT <- c(0, 1000) bvalue <- 1 params <- c(-1.5, 0.01, 0.8, bvalue*log(10)) # --- Old Method --- # x <- pp.sim(NULL, params[1:3], srm.cif, TT, seed=5, magn.sim=1) # print(pp.LL(x, srm.cif, params[1:3], TT)) # [1] -601.3941 # --- New Method, no mark density --- x1 <- mpp(data=NULL, gif=srm_gif, mark=list(NULL, rexp_mark), params=params, gmap=expression(params[1:3]), mmap=expression(params[4]), TT=TT) x1 <- simulate(x1, seed=5) print(logLik(x1)) # An advantage of the object orientated format is that it # simplifies further analysis, e.g. plot intensity function: plot(x1) # plot the residual process: plot(residuals(x1)) #--------------------------------------------------- # SRM: magnitude is iid exponential with bvalue=1 # simulate then estimate parameters from data # --- Old Method --- # TT <- c(0, 1000) # bvalue <- 1 # params <- c(-2.5, 0.01, 0.8) # # x <- pp.sim(NULL, params, srm.cif, TT, seed=5, magn.sim=1) # # posterior <- make.posterior(x, srm.cif, TT) # # neg.posterior <- function(params){ # x <- -posterior(params) # if (is.infinite(x) | is.na(x)) return(1e15) # else return(x) # } # # z <- nlm(neg.posterior, params, typsize=abs(params), # iterlim=1000, print.level=2) # # print(z$estimate) # [1] -2.83900091 0.01242595 0.78880647 # --- New Method, no mark density --- # maximise only SRM parameters (like old method) TT <- c(0, 1000) bvalue <- 1 params <- c(-2.5, 0.01, 0.8, bvalue*log(10)) x1 <- mpp(data=NULL, gif=srm_gif, mark=list(dexp_mark, rexp_mark), params=params, gmap=expression(params[1:3]), mmap=expression(params[4]), TT=TT) # note that dexp_mark above is not used below # and could alternatively be replaced by NULL x1 <- simulate(x1, seed=5) # maximise only SRM parameters onlysrm <- function(y, p){ # maps srm parameters into model object # the exp rate for magnitudes is unchanged y$params[1:3] <- p return(y) } params <- c(-2.5, 0.01, 0.8) z1 <- nlm(neglogLik, params, object=x1, pmap=onlysrm, print.level=2, iterlim=500, typsize=abs(params)) print(z1$estimate)