version 0.1

DESCRIPTION

@@ -1,15 +1,15 @@
 Package: IHSEP
 Type: Package
 Title: Inhomogeneous Self-Exciting Process
-Version: 0.0
-Date: 2016-08-17
+Version: 0.1
+Date: 2016-12-2
 Author: Feng Chen <feng.chen@unsw.edu.au>
 Maintainer: Feng Chen <feng.chen@unsw.edu.au>
-Description: Simulate an inhomogeneous self-exciting process (IHSEP), or Hawkes process, with a given (time-varying) baseline intensity and an excitation function. Calculate the likelihood of an IHSEP with given baseline intensity and excitation functions for an (increasing) sequence of event times. Calculate the point process residuals (integral transforms of the original event times). Calculate the mean intensity process.
+Description: Simulate an inhomogeneous self-exciting process (IHSEP), or Hawkes process, with a given (possibly time-varying) baseline intensity and an excitation function. Calculate the likelihood of an IHSEP with given baseline intensity and excitation functions for an (increasing) sequence of event times. Calculate the point process residuals (integral transforms of the original event times). Calculate the mean intensity process.
 License: GPL (>= 2)
 LinkingTo: Rcpp
 Imports: lpint,Rcpp
 NeedsCompilation: yes
-Packaged: 2016-08-17 22:38:32 UTC; z3243864
+Packaged: 2016-12-03 06:16:20 UTC; z3243864
 Repository: CRAN
-Date/Publication: 2016-08-18 10:02:17
+Date/Publication: 2016-12-05 14:49:21

MD5

@@ -1,10 +1,10 @@
-f821c78b012977fd4f134dd3b22652d2 *DESCRIPTION
+baca2e4eb47dea880e42e75be7cb5d7c *DESCRIPTION
 6bf26f611f08a337023e1d8db0935bfb *NAMESPACE
 371fc3b4d19a2dbc360ff757ad3781bc *R/RcppExports.R
 648703ec3008b771c0df574a0b46e358 *R/mint.R
 55f31ccc1dc1bc4708d8608ebb540b81 *R/mloglik0.R
-16325af7e7573dc2c691917733f443bc *R/mloglik1a.R
-20e35af08a6df59f9464ac4029d6a9f0 *R/mloglik1b.R
+1a4202aabd7faeb23f8defc8d3e93b8e *R/mloglik1a.R
+9df21f79628bbec7fffff8c00631d5cb *R/mloglik1b.R
 434004d101dacab9b259a02415217a5b *R/sepp.resid.R
 090b5ab6aa65fabaa26c7d7bfa87c2c3 *R/simHawkes0.R
 ca8417c319f98525de5b133b0a9f5a79 *R/simHawkes1.R
@@ -18,8 +18,8 @@ f110681a43f8cbe09946df7f63417f1e *man/asep.Rd
 e6361f57f9b66708605af2afe495d8d2 *man/h.fn.Rd
 556d13cc7bb4a6d1b4cc003967d6c991 *man/h.fn.exp.Rd
 eb0facf0f210f4d61c9454599b183875 *man/mloglik0.Rd
-3fb3068c4827bcf964b32ecb9196632c *man/mloglik1a.Rd
-6e32840bf1e70dcddfef69edca7bd755 *man/mloglik1b.Rd
+0cd659e74cdccc23043cf63debcb5ae8 *man/mloglik1a.Rd
+75fc515ec183e852e2d80adda902896f *man/mloglik1b.Rd
 945aded970cdc326ca4e7276311cd3f5 *man/mloglik1c.Rd
 eedbc85ae342d841bc809bb76deb2c17 *man/mloglik1d.Rd
 cf7d4c627d8ef9b7115131d0429390e5 *man/mloglik1e.Rd
@@ -30,6 +30,6 @@ d07ba61d08a2bf39c3b005f365c443f3 *man/simPois.Rd
 6b5981487b1a197d48a740a53a693552 *man/simPois0.Rd
 accb1618667195c6d8f4f9af65268681 *src/RcppExports.cpp
 6f8bb023e0c9772aa6c0d86bb491783d *src/mloglik.c
-3e84165dc67557be7337631739b6b621 *src/mloglik1c.cpp
-5ac4d9382ef649af602d80f4ee4938c3 *src/mloglik1d.cpp
-e9da16b903ca22bbd769a59f775599d5 *src/mloglik1e.cpp
+7387862b929c91e0e08a46c4ee852dd1 *src/mloglik1c.cpp
+5dc7c98f4e3f3aca74e3f4b38ecf00b5 *src/mloglik1d.cpp
+c8d025b7284f0efbbef994200dde1443 *src/mloglik1e.cpp

R/mloglik1a.R

@@ -1,6 +1,6 @@
 mloglik1a <-
 function(jtms,TT=max(jtms),nu,g,Ig=function(x)sapply(x,function(y)integrate(g,0,y)$value),
-         tol.abs=1e-8,tol.rel=1e-8,limit=1000){
+         tol.abs=1e-12,tol.rel=1e-12,limit=1000){
   .External("mloglik1a",jtms,length(jtms),TT,nu,g,Ig,new.env(),
             tol.abs,tol.rel,limit,PACKAGE="IHSEP")
 }

R/mloglik1b.R

@@ -1,5 +1,5 @@
 mloglik1b <-
-function(jtms,TT=max(jtms),nu,g,Ig=function(x)sapply(x,function(y)integrate(g,0,y)$value),
+function(jtms,TT=max(jtms),nu,g,Ig=function(x)sapply(x,function(y)integrate(g,0,y,rel.tol=1e-12,abs.tol=1e-12,subdivisions=1000)$value),
          Inu=function(x)sapply(x,function(y)integrate(nu,0,y)$value)){
   .External("mloglik1b",jtms,length(jtms),TT,nu,g,Ig,Inu,new.env(),PACKAGE="IHSEP")
 }

man/mloglik1a.Rd

@@ -12,7 +12,7 @@ for event times \code{jtms} on interval \eqn{[0,TT]}.
 \usage{
 mloglik1a(jtms, TT = max(jtms), nu, g,
           Ig = function(x) sapply(x, function(y) integrate(g, 0, y)$value),
-          tol.abs = 1e-08, tol.rel = 1e-08, limit = 1000
+          tol.abs = 1e-12, tol.rel = 1e-12, limit = 1000
           )
 
 }

man/mloglik1b.Rd

@@ -11,7 +11,8 @@ for event times \code{jtms} on interval \eqn{[0,TT]}.
 }
 \usage{
 mloglik1b(jtms, TT = max(jtms), nu, g,
-          Ig=function(x)sapply(x,function(y)integrate(g,0,y)$value),
+          Ig=function(x)sapply(x,function(y)integrate(g,0,y,
+               rel.tol=1e-12,abs.tol=1e-12,subdivisions=1000)$value),
           Inu=function(x)sapply(x,function(y)integrate(nu,0,y)$value))
 }
 \arguments{

src/mloglik1c.cpp

@@ -19,7 +19,7 @@ double mloglik1c(NumericVector jtms, double TT, Function nu,
   // Rcpp::Rcout<<res<<std::endl;
   res += as<double>(Inu(TT));
   // Rcpp::Rcout<<res<<std::endl;
-  for(int j=0;j<nj;j++)s += 1-exp(-gcoef[1]*(1-jtms[j]));
+  for(int j=0;j<nj;j++)s += 1-exp(-gcoef[1]*(TT-jtms[j]));
   s *= gcoef[0]/gcoef[1];
   // Rcpp::Rcout<<"s="<<s<<std::endl;
   res += s;

src/mloglik1d.cpp

@@ -28,7 +28,7 @@ double mloglik1d(NumericVector jtms, double TT, Function nu,
   for(k=0;k<d;k++){
     s=0.0;
     for(j=0;j<nj;j++){
-      s += (1-exp(-gcoef[k+d]*(1-jtms[j])))*gcoef[k]/gcoef[k+d];
+      s += (1-exp(-gcoef[k+d]*(TT-jtms[j])))*gcoef[k]/gcoef[k+d];
     }
     // s*=gcoef[k]/gcoef[k+d];
     // Rcpp::Rcout<<"s="<<s<<std::endl;

src/mloglik1e.cpp

@@ -28,7 +28,7 @@ double mloglik1e(NumericVector jtms, double TT, NumericVector nuvs,
   for(k=0;k<d;k++){
     s=0.0;
     for(j=0;j<nj;j++){
-      s += (1-exp(-gcoef[k+d]*(1-jtms[j])))*gcoef[k]/gcoef[k+d];
+      s += (1-exp(-gcoef[k+d]*(TT-jtms[j])))*gcoef[k]/gcoef[k+d];
     }
     // s*=gcoef[k]/gcoef[k+d];
     // Rcpp::Rcout<<"s="<<s<<std::endl;