confintAsin.fun {NHPoisson} | R Documentation |
\beta
parameters This function computes confidence intervals for the \beta
parameters.
confintAsin.fun(mlePP, level = 0.95)
mlePP |
|
level |
The confidence level required for the intervals. |
The confidence intervals calculated by this function are based on the asymptotic normal
approximation of th MLE of the \beta
parameters, that is
( \hat \beta -z_{(1-\alpha/2)}s.e.(\hat \beta ), \hat \beta +z_{(1-\alpha/2)} s.e.(\hat \beta ) )
with \alpha=1-level
A matrix with two columns, the first contains the lower limits of the confidence intervals of all the parameters and the second the upper limits.
Casella, G. and Berger, R.L., (2002). Statistical inference. Brooks/Cole.
Cebrian, A.C., Abaurrea, J. and Asin, J. (2015). NHPoisson: An R Package for Fitting and Validating Nonhomogeneous Poisson Processes. Journal of Statistical Software, 64(6), 1-24.
data(BarTxTn)
covB<-cbind(cos(2*pi*BarTxTn$dia/365), sin(2*pi*BarTxTn$dia/365),
BarTxTn$TTx,BarTxTn$Txm31,BarTxTn$Txm31**2)
BarEv<-POTevents.fun(T=BarTxTn$Tx,thres=318,
date=cbind(BarTxTn$ano,BarTxTn$mes,BarTxTn$dia))
mod1B<-fitPP.fun(covariates=covB,
posE=BarEv$Px, inddat=BarEv$inddat,
tit="BAR Tx; cos, sin, TTx, Txm31, Txm31**2",
start=list(b0=-100,b1=1,b2=-1,b3=0,b4=0,b5=0))
confintAsin.fun(mod1B)