dRenewalFrankCopula_user: Bivariate Count probability Using Frank copula (user)

In Countr: Flexible Univariate Count Models Based on Renewal Processes

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
)

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.

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.

Countr documentation built on Dec. 6, 2025, 5:08 p.m.