Extract Cox-Snell-like Residuals of a Fitted Point Process
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
"twinstim" (and also
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).
an object of one of the aforementioned model classes.
unused (argument of the generic).
For objects of class
twinstim, the residuals may already be
stored in the object as component
object$tau if the model was
cumCIF = TRUE (and they always are for
"simEpidataCS"). In this case, the
method just extracts these values. Otherwise, the residuals have to
be calculated, which is only possible with access to the model
object must have been fitted with
model = TRUE. The calculated residuals are then also appended
object for future use. However, if
model were both set to true in the
object fit, then it
is not possible to calculate the residuals and the method returns an
Numeric vector of length the number of events of the corresponding point
process fitted by
object. This is the observed residual process.
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.