Set Residual Distribution Functions for Hawkes Model Specification

Sets residual distribution functions (density, CDF, quantile, and random generation) for a Hawkes model specification object with fixed parameters.

Usage

set_residual(
  object,
  param,
  dresidual = NULL,
  presidual = NULL,
  qresidual = NULL,
  rresidual = NULL,
  ...
)

# S4 method for class 'hspec'
set_residual(
  object,
  param,
  dresidual = NULL,
  presidual = NULL,
  qresidual = NULL,
  rresidual = NULL
)

Arguments

object: An object of class hspec (Hawkes model specification)
param: A named numeric vector of parameters for the residual distribution
dresidual: Density function of the residual distribution (optional)
presidual: Cumulative distribution function (CDF) of the residual distribution (optional)
qresidual: Quantile function of the residual distribution (optional)
rresidual: Random generation function of the residual distribution (optional)
...: Additional arguments for future extensions

Value

An updated hspec object with residual functions set

Details

This method allows setting residual distribution functions for a flexible model.

The param argument in these functions defaults to the parameters provided during setup and is used for estimation. Density wrappers accept log; CDF and quantile wrappers accept lower.tail and log.p. These options are forwarded when the supplied distribution supports them. User-defined distributions should provide log-density and upper-tail log-probability options to retain accuracy in extreme tails.

Examples

if (FALSE) { # \dontrun{
# Create basic Hawkes specification
hspec_obj <- new("hspec",
                 mu = matrix(0.1, nrow = 1),
                 alpha = matrix(0.5, nrow = 1),
                 beta = matrix(1.0, nrow = 1))

# Set residual distribution parameters
params <- c(a = 0.5, ell = 1.0)

# Apply residual functions
hspec_obj <- set_residual(
  hspec_obj,
  param = params,
  dresidual = dtzexp,
  presidual = ptzexp,
  qresidual = qtzexp,
  rresidual = rtzexp
)

# Check resulting functions
hspec_obj@dresidual
hspec_obj@rresidual
} # }