dWeibullgammaCount: Fast Univariate Weibull Count Probability with gamma...

Description Usage Arguments Details Value

View source: R/dWeibullgamma.R

Description

Fast Univariate Weibull Count Probability with gamma heterogeneity

Probability computations for the univariate Weibull-gamma count processes. Several methods are provided. dWeibullgammaCount computes probabilities.

dWeibullgammaCount_loglik computes the log-likelihood.

evWeibullgammaCount computes the expected value and variance.

Usage

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dWeibullgammaCount_acc(x, shape, r, alpha, time = 1, logFlag = FALSE,
  jmax = 100L, nmax = 300L, eps = 1e-10, printa = FALSE)

dWeibullgammaCount(x, shape, shapeGam, scaleGam, Xcovar = NULL, beta = NULL,
  method = c("series_acc", "series_mat"), time = 1, log = FALSE,
  series_terms = 50, series_acc_niter = 300, series_acc_eps = 1e-10)

dWeibullgammaCount_loglik(x, shape, shapeGam, scaleGam, Xcovar = NULL,
  beta = NULL, method = c("series_acc", "series_mat"), time = 1,
  na.rm = TRUE, series_terms = 50, series_acc_niter = 300,
  series_acc_eps = 1e-10, weights = NULL)

evWeibullgammaCount(xmax, shape, shapeGam, scaleGam, Xcovar = NULL,
  beta = NULL, method = c("series_acc", "series_mat"), time = 1,
  series_terms = 50, series_acc_niter = 300, series_acc_eps = 1e-10)

Arguments

x

integer (vector), the desired count values.

shape

numeric, shape parameter.

r

numeric shape of the gamma distribution

alpha

numeric rate of the gamma distribution

time

double, length of the observation window (defaults to 1).

logFlag

logical, if TRUE, the log of the probability will be returned.

jmax

integer, number of terms used to approximate the (infinite) series.

nmax

integer, an upper bound on the number of terms to be summed in the Euler-van Wijngaarden sum; default is 300 terms.

eps

numeric, the desired accuracy to declare convergence.

printa

logical, if TRUE print information about convergence.

shapeGam, scaleGam

numeric shape and scale parameters of the gamma heterogeity function.

Xcovar

matrix the regressor values. Should have the same number of rows as length(x). If NULL, no regression will be considered.

beta

numeric regression coefficients. If NULL, no regression will be considered.

method

character one of the available methods. See details.

log

logical, if TRUE, the log of the probability will be returned.

series_terms

numeric number of terms in the series expansion.

series_acc_niter

numeric number of iteration in the Euler-van Wijngaarden algorithm.

series_acc_eps

numeric tolerance of convergence in the Euler-van Wijngaarden algorithm.

na.rm

logical, if TRUE, NA's (produced by taking the log of very small probabilities) will be replaced by the smallest allowed probaility; default = TRUE.

weights

numeric, vector of weights to apply. If NULL, one will be applied.

xmax

unsigned integer, maximum count to be used.

shape

numeric (length 1), shape parameter of the Weibull count.

x

integer (vector), the desired count values.

time

double, length of the observation window (defaults to 1).

Details

The desired method can be specified by argument method, as follows:

"series_mat"

series expansion using matrix techniques.

"series_acc"

Euler-van Wijngaarden accelerated series expansion.

The arguments have sensible default values.

Value

for dWeibullgammaCount, a vector of probabilities P(x(i)), i = 1, … n where n = length(x).

for dWeibullgammaCount_loglik, double, log-likelihood of the count process

for evWeibullgammaCount, a list with components "ExpectedValue" and "Variance".


Countr documentation built on Nov. 21, 2017, 1:04 a.m.