CRAN/E | ETASbootstrap

ETASbootstrap

Bootstrap Confidence Interval Estimation for 'ETAS' Model Parameters

Installation

About

The 2-D spatial and temporal Epidemic Type Aftershock Sequence ('ETAS') Model is widely used to 'decluster' earthquake data catalogs. Usually, the calculation of standard errors of the 'ETAS' model parameter estimates is based on the Hessian matrix derived from the log-likelihood function of the fitted model. However, when an 'ETAS' model is fitted to a local data set over a time period that is limited or short, the standard errors based on the Hessian matrix may be inaccurate. It follows that the asymptotic confidence intervals for parameters may not always be reliable. As an alternative, this package allows the building of bootstrap confidence intervals based on empirical quantiles for the parameters of the 2-D spatial and temporal 'ETAS' model.

Key Metrics

Version 0.1.0
R ≥ 3.3.0
Published 2023-05-17 353 days ago
Needs compilation? no
License MIT
License File
CRAN checks ETASbootstrap results

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Maintainer

Maintainer

Renjie Peng

renjie.peng@mail.mcgill.ca

Authors

Renjie Peng

aut / cre

Pierre Dutilleul

aut

Christian Genest

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 3.3.0

Imports

ETAS ≥ 0.5.1
MASS ≥ 7.3.58.2
stats ≥ 4.2.2
utils ≥ 4.2.2

Suggests

testthat ≥ 3.0.0