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Mixed Non-Parametric and Parametric Estimation Techniques in R Package etasFLP for Earthquakes' Description

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  • Chiodi, Marcello
  • Adelfio, Giada

Abstract

etasFLP is an R package which fits an epidemic type aftershock sequence (ETAS) model to an earthquake catalog; non-parametric background seismicity can be estimated through a forward predictive likelihood approach, while parametric components of triggered seismicity are estimated through maximum likelihood; estimation steps are alternated until convergence is obtained and for each event the probability of being a background event is estimated. The package includes options which allow its wide use. Methods for plot, summary and profile are defined for the main output class object. The paper provides examples of the package's use with description of the underlying R and Fortran routines.

Suggested Citation

  • Chiodi, Marcello & Adelfio, Giada, 2017. "Mixed Non-Parametric and Parametric Estimation Techniques in R Package etasFLP for Earthquakes' Description," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 76(i03).
    • Handle: RePEc:jss:jstsof:v:076:i03
    DOI: http://hdl.handle.net/10.18637/jss.v076.i03
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    References listed on IDEAS

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    1. Giada Adelfio & Frederic Schoenberg, 2009. "Point process diagnostics based on weighted second-order statistics and their asymptotic properties," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 929-948, December.
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    Cited by:

    1. Giada Adelfio & Arianna Agosto & Marcello Chiodi & Paolo Giudici, 2021. "Financial contagion through space-time point processes," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(2), pages 665-688, June.

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