Extract the “residual process” (cf. Ogata, 1988) of a fitted
point process model specified through the conditional intensity
function, for instance a model of class "twinSIR" or
"twinstim" (and also "simEpidataCS").
The residuals are defined as the fitted cumulative intensities at the
event times, and are generalized residuals similar to those discussed in
Cox and Snell (1968).
# S3 method for twinSIR
residuals(object, ...)
# S3 method for twinstim
residuals(object, ...)
# S3 method for simEpidataCS
residuals(object, ...)Numeric vector of length the number of events of the corresponding point
process fitted by object. This is the observed residual process.
an object of one of the aforementioned model classes.
unused (argument of the generic).
Sebastian Meyer
For objects of class twinstim, the residuals may already be
stored in the object as component object$tau if the model was
fitted with cumCIF = TRUE (and they always are for
"simEpidataCS"). In this case, the residuals
method just extracts these values. Otherwise, the residuals have to
be calculated, which is only possible with access to the model
environment, i.e. object must have been fitted with
model = TRUE. The calculated residuals are then also appended
to object for future use. However, if cumCIF and
model were both set to true in the object fit, then it
is not possible to calculate the residuals and the method returns an
error.
Ogata, Y. (1988) Statistical models for earthquake occurrences and residual analysis for point processes. Journal of the American Statistical Association, 83, 9-27
Cox, D. R. & Snell, E. J. (1968) A general definition of residuals. Journal of the Royal Statistical Society. Series B (Methodological), 30, 248-275
checkResidualProcess to graphically check the
goodness-of-fit of the underlying model.