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ETASbootstrap  

Bootstrap Confidence Interval Estimation for 'ETAS' Model Parameters
View on CRAN: Click here


Download and install ETASbootstrap package within the R console
Install from CRAN:
install.packages("ETASbootstrap")

Install from Github:
library("remotes")
install_github("cran/ETASbootstrap")

Install by package version:
library("remotes")
install_version("ETASbootstrap", "0.2.0")



Attach the package and use:
library("ETASbootstrap")
Maintained by
Renjie Peng
[Scholar Profile | Author Map]
First Published: 2023-05-17
Latest Update: 2023-05-17
Description:
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.
How to cite:
Renjie Peng (2023). ETASbootstrap: Bootstrap Confidence Interval Estimation for 'ETAS' Model Parameters. R package version 0.2.0, https://cran.r-project.org/web/packages/ETASbootstrap. Accessed 21 Feb. 2025.
Previous versions and publish date:
0.1.0 (2023-05-17 10:50)
Other packages that cited ETASbootstrap R package
View ETASbootstrap citation profile
Other R packages that ETASbootstrap depends, imports, suggests or enhances
Complete documentation for ETASbootstrap
Functions, R codes and Examples using the ETASbootstrap R package
Full ETASbootstrap package functions and examples
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