CoSMoS (version 2.2.0)

actpnts_cpp: Fast actpnts via nested C++ 1D integration

Description

Internal C++ implementation. Do not call directly.

Usage

actpnts_cpp(
  margdist,
  margarg,
  p0,
  lower,
  upper,
  mu1,
  mu2,
  rhoz_vals,
  max_eval = 10000L,
  abs_tol = 1e-05,
  rel_tol = 1e-05
)

Value

data.frame with columns rhoz and rhox

Arguments

margdist

character distribution name

margarg

named numeric vector of distribution parameters

p0

probability zero

lower

integration lower bound

upper

integration upper bound

mu1

first raw moment

mu2

second central moment

rhoz_vals

numeric vector of Gaussian correlation values

max_eval

max evaluations per 1D integral (default 1e4)

abs_tol

absolute tolerance (default 1e-5)

rel_tol

relative tolerance (default 1e-5)