Countr (version 3.6.1)

dRenewalFrankCopula_user: Bivariate Count probability Using Frank copula (user)

Description

Bivariate Count probability Using Frank copula to model dependence using user passed survival objects

Bivariate Count probability Using Frank copula to model dependence using built-in distributions

Usage

dRenewalFrankCopula_user(
  x,
  y,
  survX,
  survY,
  distParsX,
  distParsY,
  extrapolParsX,
  extrapolParsY,
  theta,
  time = 1,
  logFlag = FALSE,
  nsteps = 100L,
  extrap = TRUE
)
dRenewalFrankCopula_bi(
  x,
  y,
  distX,
  distY,
  distParsX,
  distParsY,
  theta,
  time = 1,
  logFlag = FALSE,
  nsteps = 100L,
  extrap = TRUE
)

Value

(log) probability of the bivariate count \(P(X(t) = x_i, Y(t) = y_i)\) where x_i and y_i are the ith component of the X and Y respectively.

(log) probability of the bivariate count \(P(X(t) = x_i, Y(t) = y_i)\) where x_i and y_i are the ith component of the X and Y respectively.

Arguments

x, y

numeric vector the desired counts.

survX, survY

R functions: the survival functions.

distParsX, distParsY

List of Lists. Each slot is a named vector of distribution parameters.

extrapolParsX, extrapolParsY

list vec of length 2 values of the Richardson extrapolation parameters for the inputted distribution.

theta

double Frank copula parameter.

time

double time at wich to compute the probabilities. Set to 1 by default.

logFlag

TODO

nsteps

unsiged integer number of steps used to compute the integral.

extrap

logical if TRUE, Richardson extrapolation will be applied to improve accuracy. TODO: (this is for arg. method, maybe!) param dePrilConv logical if TRUE the dePril method will be applied to compute convolution. Otherwise, the binary decomposition of section 3 will be used.

distX, distY

character name of the survival distribution.

Details

We use Frank copula to model depepndence between 2 renewal count processes obtained from user passed inter-arrival distribution defined by survPtr, distPars and extrapolPars.