https://github.com/jalilian/ETAS
Tip revision: 01ac26e8abfff017c784eaf1f4b0fc7224ec83d7 authored by Abdollah Jalilian on 03 March 2024, 13:41:15 UTC
Update fitMP.cpp
Update fitMP.cpp
Tip revision: 01ac26e
resid.etas.Rd
\name{resid.etas}
\alias{resid.etas}
\title{Residuals Analysis and Diagnostics Plots}
\description{
A function to compute and plot spatial and temporal residuals as well as
transformed times for a fitted ETAS model.
}
\usage{
resid.etas(fit, type="raw", n.temp=1000, dimyx=NULL)
}
\arguments{
\item{fit}{A fitted ETAS model. An object of class \code{"etas"}.}
\item{type}{A character string specifying the type residuals to be
computed. Options are \code{"raw"} (the default case), \code{"reciprocal"}
and \code{"pearson"}.}
\item{n.temp}{An integer specifying the number of partition points for
temporal residuals.}
\item{dimyx}{Dimensions of the discretization for the smoothed
spatial residuals. A numeric vector of length 2.}
}
\value{
The function produces plots of temporal and smoothed spatial residuals,
transformed times \eqn{\tau_j} against \eqn{j} and Q-Q plot of \eqn{U_j}.
It also returns a list with components
\itemize{
\item\bold{tau} the transformed times
\item\bold{U} related quantities with the transformed times
\item\bold{tres} the temporal residuals
\item\bold{sres} the smoothed spatial residuals
}
}
\details{
The function computes the temporal residuals
\deqn{R^{temp}(I_j, h) = \sum_{i=1}^{N} \delta_i 1[t_i \in I_j] h(t_i)
\lambda^{temp}(t_i|H_{t_i}) - \int_{I_j} h(t)\lambda^{temp}(t|H_t) d t}
for \eqn{I_j=((j-1)T/n.temp, jT/n.temp]}, \eqn{j=1,...,n.temp},
and the (smoothed version of) spatial residuals
\deqn{R^{spat}(B_j, h) = h(\tilde{x}_i, \tilde{y}_i)
\lambda^{spat}(\tilde{x}_i, \tilde{y}_i)(\tilde{\delta}_i - \tilde{w}_i)}
for a Berman-Turner quadrature scheme with quadrature points
\eqn{(\tilde{x}_i, \tilde{y}_i)} and quadrature weights \eqn{\tilde{w}_i},
\eqn{i=1,...,n.spat}. Raw, reciprocal and Pearson residuals obtain
with \eqn{h=1}, \eqn{h=1/\lambda} and \eqn{h=1/\sqrt{\lambda}},
respectively.
In addition, the function computes transformed times
\deqn{\tau_j=\int_{0}^{t_j} \lambda^{temp}(t|H_t) d t}
and
\deqn{U_j = 1 - \exp(-(t_j - t_{j-1}))}
}
\references{
Baddeley A, Rubak E, Turner R (2015).
\emph{ Spatial Point Patterns: Methodology and Applications with R}.
Chapman and Hall/CRC Press, London. \url{https://www.routledge.com/Spatial-Point-Patterns-Methodology-and-Applications-with-R/Baddeley-Rubak-Turner/p/book/9781482210200}.
Baddeley A, Turner R (2000).
Practical Maximum Pseudolikelihood for Spatial Point Patterns.
\emph{Australian & New Zealand Journal of Statistics},
\bold{42}(3), 283--322.
\doi{10.1111/1467-842X.00128}.
Baddeley A, Turner R, Moller J, Hazelton M (2005).
Residual Analysis for Spatial Point Processes.
\emph{Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
\bold{67}(5), 617--666.
\doi{10.1111/j.1467-9868.2005.00519.x}.
Ogata Y (1988).
Statistical Models for Earthquake Occurrences and Residual Analysis for
Point Processes.
\emph{Journal of the American Statistical Association},
\bold{83}(401), 9--27.
\doi{10.2307/2288914}.
Zhuang J (2006).
Second-order Residual Analysis of Spatiotemporal Point Processes and
Applications in Model Evaluation
\emph{Journal of the Royal Statistical Society: Series B (Statistical
Methodology)},
\bold{68}(4), 635--653.
\doi{10.1111/j.1467-9868.2006.00559.x}.
}
\seealso{
\code{\link{etas}}
}
\examples{
iran.cat <- catalog(iran.quakes, time.begin="1973/01/01",
study.start="1986/01/01", study.end="2016/01/01",
lat.range=c(26, 40), long.range=c(44, 63), mag.threshold=5)
print(iran.cat)
\dontrun{
plot(iran.cat)}
# setting initial parameter values
param0 <- c(0.46, 0.23, 0.022, 2.8, 1.12, 0.012, 2.4, 0.35)
# fitting the model
\dontrun{
iran.fit <- etas(iran.cat, param0=param0)
# diagnostic plots
resid.etas(iran.fit)}
}
\author{Abdollah Jalilian
\email{jalilian@razi.ac.ir}
}
\keyword{spatial}
\keyword{math}
\keyword{earthquake modeling}