ETASbootstrap - Bootstrap Confidence Interval Estimation for 'ETAS' Model
Parameters
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 for the construction of bootstrap confidence
intervals based on empirical quantiles for the parameters of
the 2-D spatial and temporal 'ETAS' model. This version
improves on Version 0.1.0 of the package by enabling the study
space window (renamed 'study region') to be polygonal rather
than merely rectangular. A Japan earthquake data catalog is
used in a second example to illustrate this new feature.