checkResidualProcess: Check the residual process of a fitted `twinSIR` or `twinstim`

Description

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}).

Usage

checkResidualProcess(object, plot = 1:2, mfrow = n2mfrow(length(plot)), ...)

Arguments

object

an object of class "twinSIR" or "twinstim".

plot

logical (or integer index) vector indicating if (which) plots of the transformed residuals should be produced. The plot index 1 corresponds to a ks.plot.unif to check for deviation

mfrow

see par (and n2mfrow for the default choice).

...

further arguments passed to ks.plot.unif.

Value

A list (returned invisibly, if plot = TRUE) with the following components: [object Object],[object Object],[object Object]

References

Ogata, Y. (1988) Statistical models for earthquake occurrences and residual analysis for point processes. Journal of the American Statistical Association, 83, 9-27

Examples

Run this code

## load the twinSIR() fit
data("foofit")
checkResidualProcess(foofit)