Well, I am still confused... shouldn't the "made-by-hands"-process (correctly
constructed, of course) and the gefp()-process be similar? For the case of
efp()-process it has been worked, at least... Besides, I'd like to know:
1) if I have the gefp()-process (scaled to unit interval [0;1]), can I get
the unscaled one for the interval [0;n]?
2) is it possible to define a type of the score process like this was in
efp()? I could find that neither in ?gefp, nor in CSDA-paper-2006.
The example was bad and incorrect, the another one:
data("BostonHomicide")
gprocess <- gefp(homicides ~ ahomicides25, family = poisson, data =
BostonHomicide);
my.model <- glm(homicides ~ ahomicides25, family = poisson, data =
BostonHomicide);
J <- vcov(my.model);
J.sqrinv <- solve(sqrtm(J))/n;
my.psi <- estfun(my.model);
my.process <- apply(as.matrix(my.psi), 2, cumsum)%*%t(J.sqrinv)/sqrt(n);
Regards,
Julia
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