Fitting a CoxSEI Model
Fit a Cox-type self-exciting intensity model (CoxSEI) to right-censore...
CoxSEI model
Function to estimate the parametric part of the Cox (proportional inte...
CoxSEI model with exponential function
CoxSEI model with exponential function
Calculate the estimator of the cumulative baseline intensity function ...
A function to simulate a CoxSEI process conditional on specified covar...
Cumulative intensity function
Density function
Distribution function
Quantile function
Random number generator
Survival function
Fit a CoxSEI (Cox type Self-Exciting Intensity) model to right-censored counting process data.